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The repo market
Munyan, Benjamin - In: Research handbook of financial markets, (pp. 237-252). 2023
Persistent link: https://www.econbiz.de/10014331061
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Interbank market frictions and unconventional policy in a currency union
Swarbrick, Jonathan; Blattner, Tobias - 2017
risk and country-specific transactional costs on interbank lending is proposed and used to show that (i) the effectiveness …
Persistent link: https://www.econbiz.de/10011653062
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Excess liquidity and the money market in the euro area
Beaupain, Renaud; Durré, Alain - In: Journal of macroeconomics 47 (2016), pp. 33-44
Persistent link: https://www.econbiz.de/10011707476
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Dealer behaviour in the Euro money market during times of crisis
Fecht, Falko; Reitz, Stefan - In: Applied economics 50 (2018) 48, pp. 5204-5219
Persistent link: https://www.econbiz.de/10012061701
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Dealer behaviour in the Euro money market during times of crisis
Fecht, Falko; Reitz, Stefan - 2018
This article shows how the recent money market disruptions with elevated counterparty risks and uncertainty about the … fundamental value of liquidity influenced the trading behaviour of a key dealer in the Euro money market. The complete trading …
Persistent link: https://www.econbiz.de/10011978248
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How does the Repo market behave under stress? : evidence from the COVID-19 crisis
Hüser, Anne-Caroline; Lepore, Caterina; Veraart, Luitgard - 2021
We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction … behaviour of banks and non-banks in recent liquidity stress and on widening participation in CCPs by nonbanks …
Persistent link: https://www.econbiz.de/10012796211
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How does the repo market behave under stress? Evidence from the Covid-19 crisis
HÜser, Anne-Caroline; Lepore, Caterina; Veraart, Luitgard - 2021
Persistent link: https://www.econbiz.de/10012693944
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Analysis of risk factors in the Korean repo market based on US and European repo market experiences during the global financial crisis
Heijmans, Ronald; Yun, Sung-guan - In: The journal of financial market infrastructures 4 (2015) 1, pp. 25-58
Persistent link: https://www.econbiz.de/10011485425
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The (impossible) repo trinity : the political economy of repo markets
Gabor, Daniela - In: Review of international political economy : RIPE 23 (2016) 6, pp. 967-1000
Persistent link: https://www.econbiz.de/10011706089
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The euro interbank repo market
Mancini, Loriano; Ranaldo, Angelo; Wrampelmeyer, Jan - 2014 - This version: March 2014
sense that repo lending increases with risk, while spreads, maturities, and haircuts remain stable. Our comparison across …
Persistent link: https://www.econbiz.de/10010410308