Discriminatory Pricing of Over-the-Counter Derivatives

Discriminatory Pricing of Over-the-Counter Derivatives
New regulatory data reveal extensive price discrimination against non-financial clients in the FX derivatives market. The client at the 90th percentile pays an effective spread of 0.5%, while the bottom quarter incur transaction costs of less than 0.02%. Consistent with models of search frictions in over-the-counter markets, dealers charge... READ MORE...

Publication date: May 2019
ISBN 9781498303774
$18.00

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