Deleveraging After Lehman; Evidence From Reduced Rehypothecation
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- Tobias Adrian & Hyun Song Shin, 2009. "Money, Liquidity, and Monetary Policy," American Economic Review, American Economic Association, pages 600-605.
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- Gary Gorton & Andrew Metrick, 2010. "Haircuts," Review, Federal Reserve Bank of St. Louis, 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.
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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;
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