Collateral scarcity premia in euro area repo markets
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Citations
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Cited by:
- Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2021.
"Safe asset shortage and collateral reuse,"
Discussion Papers
39/2021, Deutsche Bundesbank.
- Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2022. "Safe asset shortage and collateral reuse," SAFE Working Paper Series 355, Leibniz Institute for Financial Research SAFE.
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024.
"Monetary policy transmission in segmented markets,"
Journal of Financial Economics, Elsevier, vol. 151(C).
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
- W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
- Brand, Claus & Ferrante, Lorenzo & Hubert, Antoine, 2019. "From cash- to securities-driven euro area repo markets: the role of financial stress and safe asset scarcity," Working Paper Series 2232, European Central Bank.
- Bryane Michael & Svitlana Osaulenko, 2021. "TOWARD A NEW COMPARATIVE PUBLIC LAW OF CENTRAL BANK LEGISLATION: Designing Legislative Mandates for Central Bank Private Securities Assets Purchases and Nominal GDP Targeting," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 5-38.
- Bank for International Settlements, 2023. "Central bank asset purchases in response to the Covid-19 crisis," CGFS Papers, Bank for International Settlements, number 68, October –.
- William Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2018. "The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area," IMF Working Papers 2018/258, International Monetary Fund.
- Egemen Eren & Timothy Jackson & Giovanni Lombardo, 2024. "The macroprudential role of central bank balance sheets," Working Papers 202408, University of Liverpool, Department of Economics.
- Egemen Eren & Timothy Jackson & Giovanni Lombardo, 2024. "The macroprudential role of central bank balance sheets," BIS Working Papers 1173, Bank for International Settlements.
- Matteo Accornero, 2020. "Collateral Re-use, Liquidity and Financial Stability," Working Papers 10/20, Sapienza University of Rome, DISS.
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More about this item
Keywords
collateral; collateral reuse; negative interest rates; quantitative easing; repos; securities lending; short selling; specialness;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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