scarcity value of Treasury collateral by estimating the impact of security-specific demand and supply factors on the repo rates … shortages of high-quality collateral …

In the special collateral repo market, forward agreements are security-specific, which may magnify demand and supply … effects. We quantify the scarcity value of Treasury collateral by estimating the impact of security-specific demand and supply … the same mechanism, the Fed's reverse repo operations could alleviate potential shortages of high-quality collateral …

scarcity value of Treasury collateral by estimating the impact of security-specific demand and supply factors on the repo rates … shortages of high-quality collateral. …

In the special collateral repo market, forward agreements are security-specific, which may magnify demand and supply … effects. We quantify the scarcity value of Treasury collateral by estimating the impact of security-specific demand and supply … the same mechanism, the Fed's reverse repo operations could alleviate potential shortages of high-quality collateral …

In the special collateral repo market, forward agreements are security-specific, which may magnify demand and supply … effects. We quantify the scarcity value of Treasury collateral by estimating the impact of security-specific demand and supply … the same mechanism, the Fed's reverse repo operations could alleviate potential shortages of high-quality collateral. …