The Economics of Shadow Banking
In: Liquidity and Funding Markets
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
This chapter was published in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.) Liquidity and Funding Markets, Reserve Bank of Australia, pages , 2013.
This item is provided by Reserve Bank of Australia in its series RBA Annual Conference Volume with number acv2013-02.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Viral V. Acharya & Philipp Schnabl & Gustavo Suarez, 2010.
"Securitization without risk transfer,"
NBER Working Papers
15730, National Bureau of Economic Research, Inc.
- Duffee, Gregory R, 1996.
" Idiosyncratic Variation of Treasury Bill Yields,"
Journal of Finance,
American Finance Association, vol. 51(2), pages 527-51, June.
- Adam Copeland & Antoine Martin & Michael Walker, 2010. "The tri-party repo market before the 2010 reforms," Staff Reports 477, Federal Reserve Bank of New York.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Paula Drew).
If references are entirely missing, you can add them using this form.