Renting balance sheet space : intermediary balance sheet rental costs and the valuation of derivatives
Matthias Fleckenstein, Francis A Longstaff
| Year of publication: |
2020
|
|---|---|
| Authors: | Fleckenstein, Matthias ; Longstaff, Francis A. |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 33.2020, 11, p. 5051-5091
|
| Subject: | balance sheet renting | Equity-Premium-Puzzle | Equity premium puzzle | Zinsderivat | Interest rate derivative | Finanzintermediation | Financial intermediation | Bilanz | Balance sheet | Repo-Geschäft | Repo transactions | USA | United States | 1991-2018 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhaa033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012387416