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Persistent link: https://www.econbiz.de/10009229457
This paper introduces a methodology to estimate the re-use of collateral based on actual transaction data. With a comprehensive dataset from the Swiss franc repo market we are able to provide the first systematic empirical study on the re-use of collateral. We find that re-use was most popular...
Persistent link: https://www.econbiz.de/10010495001
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