Quantitative easing and the functioning of the gilt repo market-Reference-Cited by-同舟云学术

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Quantitative easing and the functioning of the gilt repo market

Published:2024-08-05 Issue: Volume: Page:1-22
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Fatouh Mahmoud¹²³⁴⁵,Giansante Simone⁶,Ongena Steven⁷⁸⁹

Affiliation:

1. Bank of England, London, UK

2. Department of Finance, University of Leicester School of Business, Leicester, UK

3. Department of Finance, Bayes Business School, London, UK

4. Department of Finance, City University of London, London, UK

5. Department of Economics, University of Essex, Colchester, UK

6. Department of Economics, Business and Statistics, University of Palermo, Palermo, Italy

7. Swiss Finance Institute, University of Zurich, Zürich, Switzerland

8. KU Leuven, Leuven, Belgium

9. NTNU Business School and CEPR, Trondheim, Norway

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2024.2383641

Reference29 articles.

1. The leverage ratio, risk-taking and bank stability

2. September Stress in Dollar Repo Markets: Passing or Structural?;Avalos F.;BIS Quarterly Review,2019

3. Bank of England. 2018. “Quarterly Bulletin 2018 Q2 Topical Article: Banks’ Internal Capital Markets: How Do Banks Allocate Capital Internally?”.

4. Basel Committee on Banking Supervision. 2021. “Early Lessons from the Covid-19 Pandemic on the Basel Reforms. July 2021.” https://www.bis.org/bcbs/publ/d521.pdf.

5. The leverage ratio and liquidity in the gilt and gilt repo markets

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