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This paper provides a quantitative account of the tri-party repo market during the recent financial crisis. Using data from July 2008 to January 2010, we show that the level of haircuts and the amount of funding were surprisingly stable in this market. The stability of the haircuts contrasts...
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Remarks at the Securities Industry and Financial Markets Association and Pension Real Estate Association's Public-Private Investment Program Summit, New York City.
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Introductory Remarks for the Panel Discussion Sponsored by the Heller-Hurwicz Economics Institute and the Economic Club of Minnesota at the University of Minnesota, Minneapolis.
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Remarks at the ACI 2010 World Congress, Sydney, Australia.
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Testimony before the Committee on Government Oversight and Reform, U.S. House of Representatives.
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Remarks at Cornell University, Ithaca, New York.
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Remarks at the University of Rochester, Rochester, New York.
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Remarks at the Third Annual Connecticut Bank and Trust Company Economic Outlook Breakfast, Hartford, Connecticut.
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Remarks at the National Association for Business Economics Policy Conference, Arlington, Virginia
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Joint written testimony before the Congressional Oversight Panel, Washington, D.C.
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