Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses
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Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-01479252
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Cited by:
- Jean-Marc Bottazzi & Mário Páscoa & Guillermo Ramírez, 2017. "Do Security Prices Rise or Fall When Margins Are Raised?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01648215, HAL.
- Legroux, Vincent & Rahmouni-Rousseau, Imène & Szczerbowicz, Urszula & Valla, Natacha, 2017.
"Stabilising virtues of central banks: (re)matching bank liquidity,"
EIB Working Papers
2017/01, European Investment Bank (EIB).
- V. Legroux & I. Rahmouni-Rousseau & U. Szczerbowicz & N. Valla, 2018. "Stabilising virtues of central banks: (re)matching bank liquidity," Working papers 667, Banque de France.
- Jean-Marc Bottazzi & Mario R. Pascoa & Guillermo Ramirez, 2017. "Do security prices rise or fall when margins are raised?," FEUNL Working Paper Series wp616, Universidade Nova de Lisboa, Faculdade de Economia.
- Jean-Marc Bottazzi & Mário Páscoa & Guillermo Ramírez, 2017. "Do Security Prices Rise or Fall When Margins Are Raised?," Working Papers hal-01648215, HAL.
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Keywords
systemic risk; sovereign debt crises; central clearing counterparty; haircut; repo; CCP; sovereign debt crisis;Statistics
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