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Supervisory authorities around the world are currently engaged in a policy debate over how to improve the information available on repurchase agreements (repos) and securities lending markets. Repo and securities lending transactions commonly referred to as securities financing transactions...
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Do governments strategically choose debt maturity to fill supply gaps across maturities? Building on a new panel data …-year LTRO in 2011-2012 as an event study, I find that core governments filled the supply gap of longer maturity debt, which …
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