Liquidity windfalls: The consequences of repo rehypothecation-Reference-Cited by-同舟云学术

Liquidity windfalls: The consequences of repo rehypothecation

Published:2019-07 Issue:1 Volume:133 Page:42-63
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Infante Sebastian

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference23 articles.

1. Repo and securities lending;Adrian,2013

2. Rehypothecation and liquidity;Andolfatto;European Economic Review,2017

3. Auh, J.K., Landoni, M. The role of margin and spread in secured lending: evidence from the bilateral repo market. Unpublished working paper, 2015, Georgetown University.

4. Baklanova, V., Caglio, C., Cipriani, M., Copeland, A.M., 2016. The use of collateral in bilateral repurchase and securities lending agreements. Unpublished working paper. Federal Reserve Bank of New York.

5. Baklanova, V., Copeland, A.M., McCaughrin, R., 2015. Reference guide to US repo and securities lending markets. Unpublished working paper. Federal Reserve Bank of New York.

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