A theory of repurchase agreements, collateral re-use, and repo intermediation-Reference-Cited by-同舟云学术

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A theory of repurchase agreements, collateral re-use, and repo intermediation

Published:2019-07 Issue: Volume:33 Page:30-56
ISSN:1094-2025
Container-title:Review of Economic Dynamics
language:en
Short-container-title:Review of Economic Dynamics

Author:

Gottardi Piero,Maurin Vincent,Monnet Cyril

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference47 articles.

1. A proposal for the resolution of systemically important assets and liabilities: the case of the repo market;Acharya;International Journal of Central Banking,2013

2. An incomplete contracts approach to financial contracting;Aghion;The Review of Economic Studies,1992

3. Rehypothecation and Liquidity;Andolfatto,2017

4. Repos, fire sales, and bankruptcy policy;Antinolfi;Review of Economic Dynamics,2015

5. Equilibrium with default and endogenous collateral;Araújo;Mathematical Finance,2000

Cited by 45 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. Collateral reuse as a direct funding mechanism in repo markets;Pacific-Basin Finance Journal;2024-09

2. Bond convenience curves and funding costs;Journal of International Economics;2024-09

3. Contagion in debt and collateral markets;Journal of Monetary Economics;2024-05

4. Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale;Journal of Economic Dynamics and Control;2024-02

5. How a Ledger Became a Central Bank;STUD MACROECON HIST;2023-11-16

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