Puts in the Shadow
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References listed on IDEAS
- Duffee, Gregory R, 1996. " Idiosyncratic Variation of Treasury Bill Yields," Journal of Finance, American Finance Association, vol. 51(2), pages 527-551, June.
- Patrick E. McCabe & Marco Cipriani & Michael Holscher & Antoine Martin, 2012.
"The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds,"
Finance and Economics Discussion Series
2012-47, Board of Governors of the Federal Reserve System (U.S.).
- Patrick E. McCabe & Marco Cipriani & Michael Holscher & Antoine Martin, 2012. "The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds," Staff Reports 564, Federal Reserve Bank of New York.
- Adam Copeland & Antoine Martin & Michael Walker, 2010. "The tri-party repo market before the 2010 reforms," Staff Reports 477, Federal Reserve Bank of New York.
More about this item
KeywordsBanking systems; Central banks and their policies; Financial institutions; Nonbank financial sector; International financial markets; Shadow banking; Shadow economy; money market funds; tri-party repo; OTC derivatives; CCPs; Floating Rate Notes; collateral; SIFIs; SIBs; non-banks; banking; money market; deposit insurance; hedge; International Monetary Arrangements and Institutions; Corporation and Securities Law; General Financial Markets;
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