Reference Guide to U.S. Repo and Securities Lending Markets
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References listed on IDEAS
- Adam Copeland & Antoine Martin & Michael Walker, . "Repo runs: evidence from the tri-party repo market," Staff Reports, Federal Reserve Bank of New York.
- Reena Aggarwal & Pedro A. C. Saffi & Jason Sturgess, 2015. "The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market," Journal of Finance, American Finance Association, vol. 70(5), pages 2309-2346, October.
- Gorton, Gary & Metrick, Andrew, 2012.
"Securitized banking and the run on repo,"
Journal of Financial Economics,
Elsevier, vol. 104(3), pages 425-451.
- Gary Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," Yale School of Management Working Papers amz2358, Yale School of Management, revised 01 Sep 2009.
- Gary B. Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," NBER Working Papers 15223, National Bureau of Economic Research, Inc.
- Adam Copeland & Antoine Martin & Michael Walker, . "The tri-party repo market before the 2010 reforms," Staff Reports, Federal Reserve Bank of New York.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alyssa G. Anderson & John Kandrac, 2016. "Monetary Policy Implementation and Private Repo Displacement : Evidence from the Overnight Reverse Repurchase Facility," Finance and Economics Discussion Series 2016-096, Board of Governors of the Federal Reserve System (U.S.).
- Allahrakha, Meraj & Cetina, Jill & Munyan, Benjamin, 2018.
"Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market,"
Journal of Financial Intermediation,
Elsevier, vol. 34(C), pages 3-16.
- Meraj Allahrakha & Benjamin Munyan, 2016. "Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market," Working Papers 16-11, Office of Financial Research, US Department of the Treasury.
- Christoph Aymanns & Co-Pierre Georg & Benjamin Golub, 2017. "Illiquidity spirals in Coupled Over-The-Counter Markets," Working Papers on Finance 1810, University of St. Gallen, School of Finance.
- Infante, Sebastian, 2019. "Liquidity windfalls: The consequences of repo rehypothecation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 42-63.
- Jieshuang He, 2016. "Endogenous Bank Networks and Contagion," CAEPR Working Papers 2016-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
More about this item
KeywordsRepurchase Agreements; Repos; Securities Lending; Wholesale Funding;
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