IDEAS home Printed from https://ideas.repec.org/r/ecb/ecbwps/20192232.html

From cash- to securities-driven euro area repo markets: the role of financial stress and safe asset scarcity

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Bassi, Claudio & Behn, Markus & Grill, Michael & Waibel, Martin, 2024. "Window dressing of regulatory metrics: Evidence from repo markets," Journal of Financial Intermediation, Elsevier, vol. 58(C).
  2. Hermes, Felix & Schmeling, Maik & Schrimpf, Andreas, 2025. "The international dimension of repo: five new facts," Working Paper Series 3065, European Central Bank.
  3. Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2021. "Safe asset shortage and collateral reuse," Discussion Papers 39/2021, Deutsche Bundesbank.
  4. Speck, Christian, 2023. "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers 08/2023, Deutsche Bundesbank.
  5. Grasso, Adriana & Poinelli, Andrea, 2025. "Flexible asset purchases and repo market functioning," Working Paper Series 3013, European Central Bank.
  6. Ampudia, Miguel & Schobert, Franziska & von Landesberger, Julian & da Silva, Pedro Formoso & Hesse, Simon & Pütz, Alexander & Wohlert, Alexander, 2026. "Central banks, debt managers, and specialness in the Bund repo market," Working Paper Series 3259, European Central Bank.
  7. Tischer, Johannes, 2021. "Quantitative easing, safe asset scarcity and bank lending," Discussion Papers 35/2021, Deutsche Bundesbank.
  8. Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David, 2020. "Money markets, central bank balance sheet and regulation," Working Paper Series 2483, European Central Bank.
  9. Claudio Bassi & Michael Grill & Felix Hermes & Harun Mirza & Charles O’Donnell & Michael Wedow, 2025. "Enhancing Repo Market Transparency: The EU Securities Financing Transactions Regulation," Journal of Financial Regulation, Oxford University Press, vol. 11(1), pages 98-118.
  10. Cristina Di Luigi & Antonio Perrella & Alessio Ruggieri, 2024. "The fundamental role of the repo market and central clearing," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 48, Bank of Italy, Directorate General for Markets and Payment System.
  11. Patrick Schaffner & Angelo Ranaldo & Kostas Tsatsaronis, 2019. "Euro repo market functioning: collateral is king," BIS Quarterly Review, Bank for International Settlements, December.
  12. Tischer, Johannes, 2022. "Quantitative Easing, Safe Asset Scarcity and Bank Lending," VfS Annual Conference 2022 (Basel): Big Data in Economics 264035, Verein für Socialpolitik / German Economic Association.
  13. Baltzer, Markus & Schlepper, Kathi & Speck, Christian, 2022. "The Eurosystem's asset purchase programmes, securities lending and Bund specialness," Discussion Papers 39/2022, Deutsche Bundesbank.
  14. Tobe, Reiko & Uno, Jun, 2024. "Central bank asset purchases and lending: Impact on search frictions," Journal of Financial Intermediation, Elsevier, vol. 58(C).
  15. Valerio Della Corte & Stefano Federico, 2019. "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers) 535, Bank of Italy, Economic Research and International Relations Area.
  16. Giudice, Gabriele & de Manuel Aramendía, Mirzha & Kontolemis, Zenon & Monteiro, Daniel P., 2019. "A European safe asset to complement national government bonds," MPRA Paper 95748, University Library of Munich, Germany.
  17. Abbassi, Puriya & Bianchi, Michele Leonardo & Della Gatta, Daniela & Gallo, Raffaele & Gohlke, Hanna & Krause, Daniel & Miglietta, Arianna & Moller, Luca & Orben, Jens & Panzarino, Onofrio & Ruzzi, Da, 2024. "The German and Italian government bond markets: The role of banks versus non-banks," Technical Papers 12/2024, Deutsche Bundesbank.
  18. Andras Lengyel & Massimo Giuliodori, 2022. "Demand Shocks for Public Debt in the Eurozone," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 1997-2028, October.
  19. Greppmair, Stefan & Jank, Stephan, 2023. "Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities," Discussion Papers 31/2023, Deutsche Bundesbank.
  20. Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.
  21. Bassi, Claudio & Behn, Markus & Grill, Michael & Waibel, Martin, 2023. "Window dressing of regulatory metrics: evidence from repo markets," Working Paper Series 2771, European Central Bank.
  22. Markus Baltzer & Kathi Schlepper & Christian Speck, 2026. "The Eurosystem’s asset purchase programmes, securities lending and bund specialness," Journal of Business Economics, Springer, vol. 96(1), pages 71-105, January.
  23. Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.
  24. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024. "Monetary policy transmission in segmented markets," Journal of Financial Economics, Elsevier, vol. 151(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.