Discriminatory Pricing of Over-the-Counter Derivatives
May 7, 2019
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Currency markets, Expenditure, Financial markets, Over-the-counter markets, Price adjustments, Prices, Public investment and public-private partnerships (PPP), Securities markets
Keywords: Client order, Client sophistication, Currency markets, Dealer-client relationship, Forward rate, FX market, Global, Information rent, Information rents, Market structure, Over-the-counter markets, Price adjustments, Public investment and public-private partnerships (PPP), Relationship dealer, RFQ platform, RFQ platforms, Search frictions, Securities markets, Sophisticated client, Transaction costs, WP
Publication Details
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Pages:
45
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2019/100
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Stock No:
WPIEA2019100
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ISBN:
9781498303774
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ISSN:
1018-5941