Skip to main content

Research Repository

Advanced Search

All Outputs (7)

Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act (2018)
Journal Article

We use proprietary transaction data on interest rate swaps to assess the effects of centralized trading, as mandated by Dodd-Frank, on market quality. Contracts with the most extensive centralized trading see liquidity metrics improve by between 12%... Read More about Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act.