Repo Market Microstructure in Unusual Monetary Policy Conditions
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- Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David, 2017.
"Systemic risk in clearing houses: Evidence from the European repo market,"
Journal of Financial Economics,
Elsevier, vol. 125(3), pages 511-536.
- Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015. "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series 1112, HEC Paris.
- Charles Boissel & François Derrien & Evren Örs & David Thesmar, 2016. "Systemic risk in clearing houses: Evidence from the European repo market," ESRB Working Paper Series 10, European Systemic Risk Board.
- Ebner, André & Fecht, Falko & Schulz, Alexander, 2016. "How central is central counterparty clearing? A deep dive into a European repo market during the crisis," Discussion Papers 14/2016, Deutsche Bundesbank.
- Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
- Fuhrer, Lucas Marc, 2018. "Liquidity in the repo market," Journal of International Money and Finance, Elsevier, vol. 84(C), pages 1-22.
- A. Bernales & M. di Filippo, 2016. "The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending," Working papers 598, Banque de France.
- Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016. "The Euro Interbank Repo Market," Review of Financial Studies, Society for Financial Studies, vol. 29(7), pages 1747-1779.
- repec:eee:finsta:v:33:y:2017:i:c:p:311-330 is not listed on IDEAS
More about this item
KeywordsRepo; Financial crisis; liquidity; market microstructure; monetary policy operations;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2011-04-09 (Banking)
- NEP-CBA-2011-04-09 (Central Banking)
- NEP-MAC-2011-04-09 (Macroeconomics)
- NEP-MON-2011-04-09 (Monetary Economics)
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