Repo Runs: Evidence from the Tri-Party Repo Market

Author:

COPELAND ADAM,MARTIN ANTOINE,WALKER MICHAEL

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference24 articles.

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3. Armantier , Olivier Eric Ghysels Asani Sarkar Jeffrey Shrader 2011 Stigma in financial markets: Evidence from liquidity auctions and discount window borrowing during the crisis

4. Counterparty credit risk and the credit default swap market;Arora;Journal of Financial Economics,2012

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