Collateral unchained : Rehypothecation networks, concentration and systemic effects
Duc Thi Luu, Mauro Napoletano, Paolo Barucca, Stefano Battiston
| Year of publication: |
2021
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|---|---|
| Authors: | Luu, Duc Thi ; Napoletano, Mauro ; Barucca, Paolo ; Battiston, Stefano |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 52.2021, p. 1-27
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| Subject: | Rehypothecation | Collateral | Repo contracts | Networks | Liquidity | Collateral-hoarding effects | Systemic risk | Kreditsicherung | Systemrisiko | Unternehmensnetzwerk | Business network | Repo-Geschäft | Repo transactions | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2020.100811 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012745461