Kraenzlin, Sébastien - In: Swiss Journal of Economics and Statistics 145 (2009) 3, pp. 351-377
repo platform, with four different pre-defined collateral baskets. Each basket comprises different security categories …, such as government bonds or covered bonds. This paper analyzes the interest rate setting on the repo market with data from … June 1999 to June 2005. It evaluates, among others, if the securities provided as collateral influenced the repo rate or …