Do Security Prices Rise or Fall When Margins Are Raised?
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Note: View the original document on HAL open archive server: https://hal-paris1.archives-ouvertes.fr/hal-01648215
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References listed on IDEAS
- Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012.
"Securities market theory: Possession, repo and rehypothecation,"
Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
- Ana Fostel & John Geanakoplos, 2012.
"Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
- Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
- Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
- Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
- Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
- Jean-Marc Bottazzi & Mario Pascoa & Guillermo Ramirez, 2017. "Determinants of Repo Haircuts and Bankruptcy," School of Economics Discussion Papers 0717, School of Economics, University of Surrey.
- Angela Armakola & Raphaël Douady & Jean-Paul Laurent & Francesco Molteni, 2020. "Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01479252, HAL.
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