The leverage ratio and liquidity in the gilt and gilt repo markets-Reference-Cited by-同舟云学术

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The leverage ratio and liquidity in the gilt and gilt repo markets

Published:2020-03 Issue: Volume:48 Page:100510
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Bicu-Lieb Andreea,Chen Louisa,Elliott David

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference63 articles.

1. The Leverage Ratio, Risk-Taking and Bank Stability;Acosta-Smith,2018

2. Has Liquidity Risk in the Corporate Bond Market Increased?;Adrian,2015

3. Has Liquidity Risk in the Treasury and Equity Markets Increased?;Adrian,2015

4. Dealer balance sheets and bond liquidity provision;Adrian;J. Monet. Econ.,2017

5. Market liquidity after the financial crisis;Adrian;Annual Review of Financial Economics,2017

Cited by 14 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. How does the repo market behave under stress? Evidence from the COVID-19 crisis;Journal of Financial Stability;2024-02

3. Fire Sales of Safe Assets;SSRN Electronic Journal;2024

4. Leverage ratio, risk‐based capital requirements, and risk‐taking in the United Kingdom;Financial Markets, Institutions & Instruments;2023-11-10

5. Dealer Capacity and U.S. Treasury Market Functionality;Staff Reports (Federal Reserve Bank of New York);2023-08

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