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Repo rates and the collateral spread puzzle
Nyborg, Kjell G.
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2019
Repo rates frequently exceed unsecured rates in practice. As an explanation, this paper derives a
constrained-arbitrage
… constraints tighten, unsecured rates spike down, or from a depressed and illiquid security market. The
constrained-arbitrage
…
Persistent link: https://www.econbiz.de/10011976995
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