An over-the-counter approach to the FOREX market

DOI10.1111/IERE.12290MaRDI QIDQ4685654zbMATH OpenOpenAlexFDO

Authors Athanasios Geromichalos, Kuk Mo Jung

Publication date 9 October 2018

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL http://repec.dss.ucdavis.edu/files/CH1nExHkievNuxfp6n8CTR6y/14-4.pdf

zbMATH Keywords

dynamic general equilibriumFOREX marketWalrasian market

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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• Over-the-Counter Markets
• Heterogeneous asset valuation in OTC markets and optimal inflation
• Middlemen in search equilibrium with intensive and extensive margins
• Search frictions in over-the-counter foreign exchange markets: theory and evidence

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