Journal of Financial Stability
Nadia Benbouzid, Abhishek Kumar, Sushanta K. Mallick et al.
· 0 citations
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Sep 2026
Pricing of Interdealer OTC Derivatives in a Limit Order Market: Evidence From Indian OIS Trade‐Level Data
Using regulatory interdealer trade‐level data on overnight indexed swaps (OIS) in India, the paper examines the trading behavior and prices in an interdealer market populated by traders of varying liquidity needs. Inactive investors receive a lower return relative to active investors when trading outside a central li...
Vidya Kamate, Abhishek Kumar
· Journal of futures markets · 0 citations