A theory of repurchase agreements, collateral re-use, and repo intermediation
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DOI: 10.1016/j.red.2019.04.009
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- Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
- GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation"," Online Appendices 18-284, Review of Economic Dynamics.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
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More about this item
Keywords
Repos; Default; Collateral re-use; Intermediation; Collateral multiplier;All these keywords.
JEL classification:
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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