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Market Microstructure, Hybrid Markets, Venue Choice, Interdealer Brokerage, Fixed-Income, OTC Markets, Search Frictions, Information Frictions
Market Microstructure,Hybrid Markets,Venue Choice,Interdealer Brokerage,Fixed-Income,OTC Markets,Intermediation Frictions,Search Frictions,Information Frictions
venue choice, hybrid markets, sovereign bond markets
liquidity, jump detection, Hawkes processes, government bonds, MTS bond market, Quantitative Easing
safe assets, government bonds, collateral reuse, rehypothecation, repo market, securities lending
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collateral reuse, Government bonds, rehypothecation, repo market, safe assets, Securities lending
Market Impact, Dynamic Arbitrage, Cross-Impact, MOT, Sovereign Bonds