Publisher
Cambridge University Press
Cited by
92 articles.
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2. Double leverage cycle, interest rate, and financial crisis;Journal of Financial Stability;2022-02
3. Collateral Runs;The Review of Financial Studies;2020-12-26
4. What Drives Repo Haircuts? Evidence from the UK Market;SSRN Electronic Journal;2019
5. A Market-Based Funding Liquidity Measure;The Review of Asset Pricing Studies;2018-09-10