Central bank-driven mispricing
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DOI: 10.2139/ssrn.3239407
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Cited by:
- Corradin, Stefano & Maddaloni, Angela, 2020.
"The importance of being special: Repo markets during the crisis,"
Journal of Financial Economics, Elsevier, vol. 137(2), pages 392-429.
- Corradin, Stefano & Maddaloni, Angela, 2017. "The importance of being special: repo markets during the crisis," Working Paper Series 2065, European Central Bank.
- Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2021.
"Regulatory effects on short-term interest rates,"
Journal of Financial Economics, Elsevier, vol. 141(2), pages 750-770.
- Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2019. "Regulatory effects on short-term interest rates," Bank of England working papers 801, Bank of England.
- 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.
- Arrata, William & Nguyen, Benoît & Rahmouni-Rousseau, Imène & Vari, Miklos, 2020. "The scarcity effect of QE on repo rates: Evidence from the euro area," Journal of Financial Economics, Elsevier, vol. 137(3), pages 837-856.
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More about this item
Keywords
Central Bank Interventions; Liquidity; Sovereign Bonds; Futures Contracts; Arbitrage;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2018-09-24 (Central Banking)
- NEP-EEC-2018-09-24 (European Economics)
- NEP-MON-2018-09-24 (Monetary Economics)
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