Tri-Party Repo Pricing
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References listed on IDEAS
- Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2014. "Sizing Up Repo," Journal of Finance, American Finance Association, vol. 69(6), pages 2381-2417, December.
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- repec:red:issued:18-282 is not listed on IDEAS
- Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019.
"The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements,"
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More about this item
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2015-09-05 (Financial Markets)
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