How do secured funding markets behave under stress? Evidence from the gilt repo market-Reference-Cited by-同舟云学术

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How do secured funding markets behave under stress? Evidence from the gilt repo market

Published:2021 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Hüser Anne-Caroline,Lepore Caterina,Veraart Luitgard Anna Maria

Publisher

Elsevier BV

Reference37 articles.

1. System-Wide Stress Simulation

2. Financial Stability Report;Bank;Interim Financial Stability Report,2018

3. The leverage ratio and liquidity in the gilt and gilt repo markets;A Bicu-Lieb;Journal of Financial Markets,2020

4. Systemic risk in clearing houses: Evidence from the European repo market;C Boissel;Journal of Financial Economics,2017

Cited by 3 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. Quantitative easing and the functioning of the gilt repo market;The European Journal of Finance;2024-08-05

2. Co-working in the collateral factory: analyzing the infrastructural entanglements of public debt management, central banking, and primary dealer systems;Review of International Political Economy;2024-02-08

3. How does the repo market behave under stress? Evidence from the COVID-19 crisis;Journal of Financial Stability;2024-02

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