Collateral scarcity premia in euro area repo markets
Year of publication: |
2017
|
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Authors: | Ferrari, Massimo ; Guagliano, Claudia ; Mazzacurati, Julien |
Publisher: |
Frankfurt a. M. : European Systemic Risk Board (ESRB), European System of Financial Supervision |
Subject: | Repos | securities lending | collateral | specialness | short selling | collateral reuse | negative interest rates | quantitative easing |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-95210-42-4 |
Other identifiers: | 10.2849/906762 [DOI] 1067458506 [GVK] hdl:10419/193562 [Handle] RePEc:srk:srkwps:201755 [RePEc] |
Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) ; G12 - Asset Pricing ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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Collateral scarcity premia in euro area repo markets
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