Deleveraging After Lehman; Evidence From Reduced Rehypothecation
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References listed on IDEAS
- Tobias Adrian & Hyun Song Shin, 2009. "Money, Liquidity, and Monetary Policy," American Economic Review, American Economic Association, vol. 99(2), pages 600-605, May.
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- Gary Gorton & Andrew Metrick, 2010. "Haircuts," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 507-520.
- Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2016. "Re‐Use of Collateral in the Repo Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1169-1193, September.
- repec:eee:finsta:v:33:y:2017:i:c:p:311-330 is not listed on IDEAS
- Kirk, Adam & McAndrews, James J. & Sastry, Parinitha & Weed, Phillip, 2014. "Matching collateral supply and financing demands in dealer banks," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 127-151.
- Aragon, George O. & Strahan, Philip E., 2012. "Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy," Journal of Financial Economics, Elsevier, vol. 103(3), pages 570-587.
- repec:spr:annopr:v:247:y:2016:i:2:d:10.1007_s10479-015-1857-x is not listed on IDEAS
- George O. Aragon & Philip E. Strahan, 2009. "Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy," NBER Working Papers 15336, National Bureau of Economic Research, Inc.
More about this item
KeywordsCapital markets; Financial institutions; Financial risk; Liquidity risk; International financial markets; Hedge funds; Securities regulations; Securities markets; United Kingdom; United States; Rehypothecation; Lehman’s bankruptcy; Counterparty risk; collateral; hedge; financial system; hedge fund; Financial Institutions and Services: Government Policy and Regulation; International Monetary Arrangements and Institutions; Corporation and Securities Law; General Financial Markets: Government Policy and Regulation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-REG-2009-05-02 (Regulation)
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