Bio

Andreas Uthemann is a Senior Economist in the Financial Markets Department of the Bank of Canada. His main research interests are in financial economics with a particular focus on market structure and design. Before joining the Bank of Canada, Andreas was a postdoctoral researcher at the London School of Economics. He received his PhD in Economics from University College London.

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Staff working papers

Strategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service

Staff Working Paper 2020-55 Lerby Ergun, Andreas Uthemann
We look at the informational content of consensus pricing in opaque over-the-counter markets. We show that the availability of price data informs participants mainly about other participants’ valuations, rather than about the value of a financial security.
Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Financial markets, Market structure and pricing JEL Code(s): C, C5, C58, D, D5, D53, D8, D83, G, G1, G12, G14

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