Internet Appendix for 'The Euro Interbank Repo Market'

This supplemental appendix extends the results in Mancini, Ranaldo, and Wrampelmeyer (2015) by presenting additional analyses and robustness checks. It also describes the procedure to construct proxies for the volume-weighted average haircuts applied by the ECB and Eurex Repo.The paper "The Euro Interbank Repo Market" to which these Appendices apply is available at the following URL: "http://ssrn.com/abstract=2331355" http://ssrn.com/abstract=2331355

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Year of publication:	2015
Authors:	Mancini, Loriano
Other Persons:	Ranaldo, Angelo (contributor) ; Wrampelmeyer, Jan (contributor)
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Euro \| Repo-Geschäft \| Repo transactions \| Internet \| Europa \| Europe \| EU-Staaten \| EU countries \| Marktstruktur \| Market structure \| Eurozone \| Euro area

Extent:	1 Online-Ressource (28 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 30, 2015 erstellt
Other identifiers:	10.2139/ssrn.2368158 [DOI]
Classification:	E43 - Determination of Interest Rates; Term Structure Interest Rates ; E58 - Central Banks and Their Policies ; G01 - Financial Crises ; G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013034557