Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos
Alfonso Dufour, Miriam Marra, Ivan Sangiorgi
| Year of publication: |
2019
|
|---|---|
| Authors: | Dufour, Alfonso ; Marra, Miriam ; Sangiorgi, Ivan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 107.2019, p. 1-26
|
| Subject: | Bond collateral | Central counterparty clearing | Counteparty credit risk | Funding liquidity | Intraday repo rate | Repurchase agreement | Kreditsicherung | Collateral | Repo-Geschäft | Repo transactions | Kreditrisiko | Credit risk | Clearing | Financial clearing | Wertpapierhandel | Securities trading | OTC-Handel | OTC market | Finanzmarktregulierung | Financial market regulation | Derivat | Derivative | Öffentliche Anleihe | Public bond | Liquidität | Liquidity | Bankenliquidität | Bank liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.105610 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012224490