From cash- to securities-driven euro area repo markets: The role of financial stress and safe asset scarcity
Year of publication: |
2019
|
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Authors: | Brand, Claus ; Ferrante, Lorenzo ; Hubert, Antoine |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Monetary policy | repo market | bond specialness | big data | machine learning |
Series: | ECB Working Paper ; 2232 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-3494-7 |
Other identifiers: | 10.2866/58693 [DOI] 1066594813 [GVK] hdl:10419/208266 [Handle] |
Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) ; E44 - Financial Markets and the Macroeconomy ; C33 - Models with Panel Data ; c38 |
Source: |
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Brand, Claus, (2019)
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Brand, Claus, (2019)
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Dauphin, Jean-Francois, (2022)
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Brand, Claus, (2019)
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Brand, Claus, (2019)
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A money demand system for euro area M3
Brand, Claus, (2000)
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