The Role of Margin and Spread in Secured Lending: Evidence from the Bilateral Repo Market-Reference-Cited by-同舟云学术

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The Role of Margin and Spread in Secured Lending: Evidence from the Bilateral Repo Market

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Auh Jun Kyung,Landoni Mattia

Publisher

Elsevier BV

Reference37 articles.

1. Rollover risk and market freezes;V V Acharya;Journal of Finance,2011

2. Counterparty credit risk and the credit default swap market;N Arora;Journal of Financial Economics,2012

3. Asset salability and debt maturity: Evidence from nineteenth-century American railroads;E Benmelech;Review of Financial Studies,2009

4. Collateral pricing;E Benmelech;Journal of Financial Economics,2009

5. Do liquidation values affect financial contracts? evidence from commercial loan contracts and zoning regulation;E Benmelech;The Quarterly Journal of Economics,2005

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Tri-Party Repo Pricing;Journal of Financial and Quantitative Analysis;2020-06-05

2. Money for Nothing: The Consequences of Repo Rehypothecation;SSRN Electronic Journal;2014

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