场外市场的搜寻理论

The Search Theory of Over-the-Counter Markets

Annual Review of Economics · 2020
被引 66
人大 A-ABS 3

中文导读

综述了搜寻匹配理论在场外金融市场中的应用,构建简单模型说明典型假设与经济机制,并梳理文献与未来研究方向。

Abstract

I review the recent literature that applies search-and-matching theory to the study of over-the-counter financial markets. I formulate and solve a simple model to illustrate the typical assumptions and economic forces at play in existing work. I then offer thematic tours of the literature and, in the process, discuss avenues for future research.

场外金融市场搜索匹配理论市场微观结构流动性