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The Federal Reserve balance sheet
Dawsey, Kristopher; English, William B.; Sack, Brian - In: Research handbook of financial markets, (pp. 6-32). 2023
Persistent link: https://www.econbiz.de/10014331034
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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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Central bank asset purchases and lending : Impact on search frictions
Tobe, Reiko; Uno, Jun - In: Journal of financial intermediation 58 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014633728
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The importance of being special : repo markets during the crisis
Corradin, Stefano; Maddaloni, Angela - 2017
Specialness - the premium of procuring a specific security in the repo market - increased in the second half of 2011 for Italian government bonds. We assess the impact on specialness of the outright purchase program of the Eurosystem during the same period. Bonds bought by the Eurosystem had...
Persistent link: https://www.econbiz.de/10011647833
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Shadow banks and the collateral multiplier
Michl, Thomas R.; Park, Hyun Woong - 2021
With an emphasis on contributing to macroeconomic pedagogy we examine the collateral multiplier by comparing it to the traditional money multiplier in a simplified framework of traditional banking and shadow banking in which government bonds are the core assets. While the money multiplier is a...
Persistent link: https://www.econbiz.de/10012549809
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Money Market Funds and the Pricing of Near-Money Assets
Dörr, Sebastian; Eren, Egemen; Malamud, Semyon - 2023
US money market funds (MMFs) play an important role in short-term markets as large investors of Treasury bills (T-bills) and repurchase agreements (repos) with banks and the Federal Reserve, some of the world’s safest and most liquid assets. We build a theoretical model in which MMFs’...
Persistent link: https://www.econbiz.de/10014257885
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Is the repo a derivative?
Faure, Alexander P. - In: African review of economics & finance : AREF : (a … 2 (2011) 2, pp. 194-203
Persistent link: https://www.econbiz.de/10010211607
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A map of collateral uses and flows
Aguiar, Andrea; Bookstaber, Richard M.; Kenett, Dror Y.; … - In: The journal of financial market infrastructures 5 (2016) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011673730
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Securities Lending and Repos : Instruments and Strategies for Excess Return
Hohmann, Ralf - 2023
Chapter 1. Prologue -- Chapter 2. Introduction and Course of the Investigation -- Chapter 3. Forms of Securities Lending and Repo -- Chapter 4. Strategies With Securities Lending and Repos -- Chapter 5. Summary and Outlook -- Chapter 6. Epilogue.
Persistent link: https://www.econbiz.de/10014322130
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Is the Repo a Derivative?
Faure, Alexander Pierre - 2012
An explanation of a derivative instrument (forward, future, swap, option, etc) generally encompasses that the … the repurchase agreement (repo) as a derivative instrument. This article argues that the repo is derived from an existing … such, it should be regarded as a derivative instrument.In addition, the use of the word repo is often misrepresented, and …
Persistent link: https://www.econbiz.de/10013109836