Clogged pipes in the repo market
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DOI: 10.1016/j.frl.2023.104284
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Cited by:
- Ahn, Yongkil, 2024. "Flight to safety, intermediation frictions, and US Treasury floating rate note prices," Finance Research Letters, Elsevier, vol. 60(C).
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More about this item
Keywords
Repurchase agreement; Financial plumbing; Cash funding; Collateral sourcing;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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