What Drives Repo Haircuts? Evidence from the UK Market-Reference-Cited by-同舟云学术

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What Drives Repo Haircuts? Evidence from the UK Market

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Julliard Christian,Liu Zijun,Seyedan Seyed Esmaeil,Todorov Karamfil,Yuan Kathy Zhichao

Publisher

Elsevier BV

Reference13 articles.

1. Liquidity, Default, and Crashes: Endogenous Contracts in General Equilibrium

2. Liquidity, default, and crashes endogenous contracts in general;J Geanakoplos;Advances in economics and econometrics: theory and applications: Eighth World Congress,2003

3. The leverage cycle;J Geanakoplos;NBER Macroeconomics Annual,2010

Cited by 4 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. Bond convenience curves and funding costs;Journal of International Economics;2024-09

2. Loan Terms and Collateral: Evidence from the Bilateral Repo Market;The Journal of Finance;2022-10-18

3. Haircuts and Rates: A Theory of Repo;SSRN Electronic Journal;2018

4. Shadow Banking and Asset Pricing;SSRN Electronic Journal;2015

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