Dynamic Liquidity-Based Security Design
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More about this item
Keywords
Liquidity; Security design; Financial fragility; Repo;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CTA-2018-09-10 (Contract Theory and Applications)
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