Bargaining Power in the Repo Market
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Citations
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Cited by:
- Saroyan, Susanna, 2024. "Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Silvio Schumacher, 2016. "Networks and lending conditions: Empirical evidence from the Swiss franc money markets," Working Papers 2016-12, Swiss National Bank.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015. "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 207-250, August.
- Kraenzlin, Sébastien & Nellen, Thomas, 2015.
"Access policy and money market segmentation,"
Journal of Monetary Economics, Elsevier, vol. 71(C), pages 1-12.
- Sébastien P. Kraenzlin & Thomas Nellen, 2012. "Access policy and money market segmentation," Working Papers 2012-12, Swiss National Bank.
- Fuhrer, Lucas Marc, 2018.
"Liquidity in the repo market,"
Journal of International Money and Finance, Elsevier, vol. 84(C), pages 1-22.
- Lucas Marc Fuhrer, 2017. "Liquidity in the Repo Market," Working Papers 2017-06, Swiss National Bank.
- Kraenzlin, Sébastien & Schlegel, Martin, 2012.
"Bidding behavior in the SNB’s repo auctions,"
Journal of International Money and Finance, Elsevier, vol. 31(2), pages 170-188.
- Sébastien P. Kraenzlin & Martin Schlegel, 2009. "Bidding Behavior in the SNB's Repo Auctions," Working Papers 2009-14, Swiss National Bank.
- repec:onb:oenbwp:y:2012:i:24:b:1 is not listed on IDEAS
- Raphael Auer & Sebastien Kraenzlin & David Liebeg, 2012. "How Do Austrian Banks Fund Their Swiss Franc Exposure?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 24, pages 54-61.
- 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.
- Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2015. "Re-use of collateral in the repo market," Working Papers 2015-02, Swiss National Bank.
- Basil Guggenheim & Sébastien Kraenzlin & Christoph Meyer, 2022. "(In)efficiencies of current financial market infrastructures: an empirical assessment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-11, December.
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More about this item
Keywords
Interbank market; repo; network; money market turmoil; financial stability; pricing; bargaining power; Switzerland;All these keywords.
JEL classification:
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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