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  • Search: subject_exact:"Repurchase agreement"
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Year of publication
Subjects
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Repo transactions 247 Repo-Geschäft 247 USA 69 United States 68 Deutschland 54 Germany 54 Geldpolitik 46 Financial crisis 45 Finanzkrise 45 Monetary policy 45 Geldmarkt 37 Money market 36 Interest rate 34 Zins 34 Theorie 33 Theory 33 Collateral 32 Kreditsicherung 31 EU countries 29 EU-Staaten 29 Eurozone 28 Euro area 27 Bank liquidity 23 Bankenliquidität 23 Zentralbank 20 Central bank 19 Financial market 18 Finanzmarkt 18 Securities trading 18 Wertpapierhandel 18 Wertpapierpensionsgeschäft 18 repo 18 repurchase agreement 18 Auktionstheorie 17 Bank 17 Liquidity 17 Auction theory 16 Government securities 16 Offenmarktpolitik 16 Staatspapier 16
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Online availability
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Free 83 Undetermined 17
Type of publication
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Book / Working Paper 160 Article 121 Journal 1
Type of publication (narrower categories)
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Article in journal 107 Aufsatz in Zeitschriften 107 Graue Literatur 102 Non-commercial literature 102 Working Paper 87 Arbeitspapier 86 Dissertation 25 Thesis 25 Hochschulschrift 18 Article in book 10 Aufsatz im Buch 10 Bibliographie enthalten 7 Bibliography included 7 Amtsdruckschrift 6 Collection of articles of several authors 6 Government document 6 Sammelwerk 6 Collection of articles written by one author 3 Sammlung 3 Congress report 1 Dissertation u.a. Prüfungsschriften 1 Glossar enthalten 1 Glossary included 1 Kongressschrift 1 Lehrbuch 1 Mehrbändiges Werk 1 Multi-volume publication 1 No longer published / No longer aquired 1 Statistics 1 Statistik 1
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Language
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English 200 German 59 Undetermined 18 Czech 1 Finnish 1 French 1 Dutch 1 Russian 1 Swedish 1 Turkish 1
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Persons
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Nautz, Dieter 17 Nyborg, Kjell G. 10 Bindseil, Ulrich 8 Martin, Antoine 8 Gorton, Gary 7 Fleming, Michael J. 6 Krishnamurthy, Arvind 6 Oechssler, Jörg 6 Fecht, Falko 5 Garbade, Kenneth D. 5 Kraenzlin, Sébastien 5 Kumar, Manmohan S. 5 Rocholl, Jörg 5 Schumacher, Silvio 5 Adrian, Tobias 4 Begalle, Brian 4 Belke, Ansgar 4 Breitung, Jörg 4 Copeland, Adam 4 Linzert, Tobias 4 Nagel, Stefan 4 Strebulaev, Ilya A. 4 Della Corte, Pasquale 3 Dunne, Peter G. 3 Edelmann, Erwin 3 Ehrhart, Karl-Martin 3 Eller, Roland 3 Ewerhart, Christian 3 Fontaine, Jean-Sébastien 3 Jaenicke, Johannes 3 Maddaloni, Angela 3 Orlov, Dmitry 3 Ranaldo, Angelo 3 Reed, Adam V. 3 Sarno, Lucio 3 Thornton, Daniel L. 3 Zholos, Andrey 3 Abbassi, Puriya 2 Ashcraft, Adam B. 2 Bakk-Simon, Klára 2
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Institutions
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International Monetary Fund (IMF) 15 International Monetary Fund 13 Federal Reserve Bank of New York 2 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 1 Bank of Canada 1 Bonn Graduate School of Economics 1 Economics Department, University of Missouri 1 Europäische Kommission / Generaldirektion Wirtschaft und Finanzen 1 Europäische Kommission / Giovannini Group 1 Frank J. Fabozzi Associates <New Hope, Pa.> 1 Ifo Institut 1 Nigeria / Securities and Exchange Commission 1 Rodney L. White Center for Financial Research 1 Verlag Dr. Kovač 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Winter Industries GmbH 1 Österreichische Termin- und Optionenbörse <Wien> 1
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Published in...
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IMF Staff Country Reports 13 Working paper 12 Discussion paper / Centre for Economic Policy Research 9 Journal of financial economics 7 Staff reports 6 Economic policy review 5 Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen 4 Discussion paper 4 IMF working papers 4 Current issues in economics and finance 3 Journal of economic theory 3 Journal of money, credit and banking : JMCB 3 Monatsbericht 3 New England economic review 3 SNB working papers 3 Schriften zur Geldtheorie und Geldpolitik 3 Schriften zur angewandten Ökonometrie 3 Sveriges Riksbank economic review 3 Working paper series 3 Working paper series / European Central Bank 3 Working papers 3 Bonn Econ Discussion Papers / BGSE 2 Die Aktiengesellschaft : AG : Zeitschrift für deutsches, europäisches und internationales Aktien-, Unternehmens- und Kapitalmarktrecht 2 Die Bank : Zeitschrift für Bankpolitik und Praxis 2 Faculty & research / Insead : working paper series 2 Finance and economics discussion series 2 IMF Working Papers 2 Jahrbücher für Nationalökonomie und Statistik 2 Journal of banking & finance 2 Journal of international financial markets, institutions & money 2 Journal of international money and finance 2 Journal of securities operations & custody 2 Occasional paper series 2 Publikation der Swiss Banking School, Zürich 2 Research technical papers 2 Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung 2 Staff discussion paper 2 The journal of finance : the journal of the American Finance Association 2 The review of financial studies 2 Wirtschaft, Finanzen, Innovationen 2
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Sources
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ECONIS (ZBW) 255 RePEc 20 USB Cologne (EcoSocSci) 6 EconStor 1
Showing 1 - 50 of 282
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Repo market functioning when the interest rate is low or negative
Fontaine, Jean-Sébastien; Hately, James; Walton, Adrian - 2017
This paper investigates how a low or negative overnight interest rate might affect the Canadian repo markets. The main conclusion is that the repo market for general collateral will continue to function effectively. However, changes to market conventions - such as the introduction of a charge...
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The importance of being special : repo markets during the crisis
Corradin, Stefano; Maddaloni, Angela - 2017
Specialness - the premium of procuring a specific security in the repo market - increased in the second half of 2011 for Italian government bonds. We assess the impact on specialness of the outright purchase program of the Eurosystem during the same period. Bonds bought by the Eurosystem had...
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Explaining the failure of the expectations hypothesis with short-term rates
Ranaldo, Angelo; Rupprecht, Matthias - 2017 - This version: January 2017
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Repurchase agreements as an instrument of monetary policy at the time of the accord
Garbade, Kenneth D. - 2016
Following the Treasury-Federal Reserve Accord of March 3, 1951, the Federal Open Market Committee (FOMC) focused on free reserves - the difference between excess reserves (reserve deposits in excess of reserve requirements) and borrowed reserves - as the touchstone of U.S. monetary policy....
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Securities lending as wholesale funding : evidence from the U.S. life insurance industry
Foley-Fisher, Nathan; Narajabad, Borghan; Verani, Stephane - 2016
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Networks and lending conditions : Empirical evidence from the Swiss franc money markets
Schumacher, Silvio - 2016
This paper provides an empirical analysis of the network characteristics of two interrelated interbank money markets and their impact on overall market conditions. Based on transaction data from the unsecured and secured Swiss franc money markets, the trading network structures are assessed...
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Mobile collateral versus immobile collateral
Gorton, Gary; Muir, Tyler - 2016
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Mobile collateral versus immobile collateral
Gorton, Gary; Muir, Tyler - 2016
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Securities lending as wholesale funding : evidence from the U.S. life insurance industry
Foley-Fisher, Nathan; Narajabad, Borghan; Verani, Stephane - 2016
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A spare tire for capital markets : fostering corporate bond markets in Asia
Amstad, Marlene; Kong, Steven; Packer, Frank; Remolona, … - Bank für Internationalen Zahlungsausgleich / … - 2016
The eight local currency bond markets in which the Asian Bond Funds 2 (ABF2) invests have continued to develop since 2011. But the development of corporate bonds continues to lag that of government bonds. We focus on areas where we believe there remains work to be done to foster corporate bond...
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Bank profitability and risk-taking
Martynova, Natalya; Ratnovski, Lev; Vlahu, Razvan E. - 2015
Cover -- Table of Contents -- 1 Introduction -- 2 The Model -- 3 Solution -- 3.1 Bank Strategy -- 3.2 Bank Risk-Taking -- 4 Solution with an Endogenous r0 -- 4.1 Interest Rates and Bank Strategy -- 4.2 Equilibrium -- 4.3 Bank Risk-Taking -- 5 Extensions -- 5.1 Effort in the Core Project -- 5.2...
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Securities trading by banks and credit supply : micro-evidence
Abbassi, Puriya (contributor); Iyer, Rajkamal (contributor);  … - 2015
We analyze securities trading by banks and the associated spillovers to the supply of credit.Empirical analysis has been elusive due to the lack of securities register for banks. We use a unique, proprietary dataset that has the investments of banks at the security level for 2005-2012 in...
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Re-use of collateral in the repo market
Fuhrer, Lucas Marc; Guggenheim, Basil; Schumacher, Silvio - 2015
This paper introduces a methodology to estimate the re-use of collateral based on actual transaction data. With a comprehensive dataset from the Swiss franc repo market we are able to provide the first systematic empirical study on the re-use of collateral. We find that re-use was most popular...
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Net interoffice accounts of global banks : the role of domestic funding
D'Avino, Carmela - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 177-193
Existing literature has identified domestic restrictive monetary policy and deteriorating funding conditions as the predominant factors explaining the increase in net interoffice accounts of global banks, that is, the net liabilities of parent offices due to their related foreign offices. The...
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Self-fulfilling fire sales : fragility of collateralised short-term debt markets
Kuong, John Chi-Fong - 2015 - Rev. vers. of 2015/07/FIN
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Essays on real estate and financial crisis : from the US housing market downturn to the global financial crisis
Witt, Christian - 2015
The thesis studies three pivotal episodes in the evolution of what became the Global Financial Crisis of 2008-09. These three events - the collapse of the US housing market, the breakdown of the repo money market, and the banking crash - are indispensable for understanding some of the key...
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Managing the Fed’s liftoff and transmission of monetary policy
Kumar, Manmohan S. - 2015
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Exit strategies and trade dynamics in repo markets
Berentsen, Aleksander; Kraenzlin, Sébastien; Müller, … - 2015
How can a central bank control interest rates in an environment with large excess reserves? In this paper, we develop a dynamic general equilibrium model of a secured money market and calibrate it to the Swiss franc repo market to study this question. The theoretical model allows us to identify...
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Systemic risk in clearing houses : evidence from the European repo market
Boissel, Charles; Derrien, François; Örs, Evren; … - 2015
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The impact of CCPs' margin policies on repo markets
Miglietta, Arianna; Picillo, Cristina; Pietrunti, Mario - 2015
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Wertpapierleihen von Versicherungsunternehmen : Umsetzungsmöglichkeiten, Chancen und Risiken
Ledwig, Kai - 2017 - 1. Auflage
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Networks and lending conditions : empirical evidence from the Swiss franc money markets
Schumacher, Silvio - In: The journal of network theory in finance 3 (2017) 2, pp. 69-101
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Repo counterparty risk and on-/off-the-run treasury spreads
Liu, Sheen; Wu, Chunchi - In: Review of asset pricing studies 7 (2017) 1, pp. 81-143
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Systemic risk in clearing houses : evidence from the European repo market
Boissel, Charles; Derrien, François; Örs, Evren; … - In: Journal of financial economics 125 (2017) 3, pp. 511-536
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The euro interbank repo market
Mancini, Loriano; Ranaldo, Angelo; Wrampelmeyer, Jan - 2014 - This version: March 2014
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International banking : an empirical assessment of global financial intermediation in times of crisis
Kerl, Cornelia - 2014
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Self-fulfilling fire sales : fragility of collateralised short-term debt markets
Kuong, John - 2014
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ECB monetary operations and the interbank repo market
Dunne, Peter G.; Fleming, Michael J.; Zholos, Andrey - 2014
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Japanese repo and call markets before, during, and emerging from the financial crisis
Fukunaga, Ichiro; Kato, Naoya - 2014
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Die Auswirkungen der Finanzkrisen auf Repurchase Agreements : theoretische Modifikationen und praktische Anwendung im Interbankenverkehr
Beug, Benjamin - 2016
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The Euro interbank repo market
Mancini, Loriano; Ranaldo, Angelo; Wrampelmeyer, Jan - In: The review of financial studies 29 (2016) 7, pp. 1747-1779
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Banking on bonds : the new links between states and markets
Gabor, Daniela; Ban, Cornel - In: Journal of common market studies : JCMS 54 (2016) 3, pp. 617-635
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The collateral framework of the Eurosystem and its fiscal implications
Eberl, Jakob Korbinian - 2016
Die vorliegende Arbeit wurde von Jakob Eberl während seiner Tätigkeit als Wissenschaftlicher Mitarbeiter am Center for Economic Studies (CES) an der Ludwig-Maximilians-Universität (LMU) München erstellt. Sie wurde im Dezember 2015 abgeschlossen und von der Volkswirtschaftlichen Fakultät der...
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Collateral flows and balance sheet(s) space
Kumar, Manmohan S. - In: The journal of financial market infrastructures 5 (2016) 1, pp. 65-82
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Japanese repo and call markets before, during, and emerging from the financial crisis
Fukunaga, Ichiro; Kato, Naoya - In: Journal of the Japanese and international economies : … 39 (2016), pp. 17-34
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The (impossible) repo trinity : the political economy of repo markets
Gabor, Daniela - In: Review of international political economy : RIPE 23 (2016) 6, pp. 967-1000
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Re-use of collateral in the repo market
Fuhrer, Lucas Marc; Guggenheim, Basil; Schumacher, Silvio - In: Journal of money, credit and banking : JMCB 48 (2016) 6, pp. 1169-1193
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The risk of fire sales in the tri-party repo market
Begalle, Brian; Martin, Antoine; McAndrews, James Joseph; … - In: Contemporary economic policy : a journal of Western … 34 (2016) 3, pp. 513-530
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Singapore: Detailed Assessment of Observance-Assessment of Observance of the CPSS-IOSCO Principles for Financial Market Infrastructures
International Monetary Fund (IMF); International … - 2013
This paper discusses key findings of the Detailed Assessment of Observance of the Committee on Payment and Settlement Systems–International Organization of Securities Commissions Principles for Financial Market Infrastructures(FMIs) in Singapore. Singapore has a well-developed payment,...
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Malaysia; Publication of Financial Sector Assessment Program Documentation—Detailed Assessment of Observance of the CPSS-IOSCO Principles for Financial Market Infrastructures...
International Monetary Fund (IMF); International … - 2013
This report is an assessment of the CPSS-IOSCO Principles for Financial Market Infrastructures (PFMI) in Malaysia. The central bank is in charge of the payment and settlement systems and the Securities Commission (SC) is in charge of regulation and securities. The payment and security systems...
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ECB monetary operations and the interbank repo market
Dunne, Peter G.; Fleming, Michael J.; Zholos, Andrey - 2013
We examine the relationship between monetary policy operations and interbank borrowing and lending of funds using sovereign bonds as collateral. We first establish that, in the precrisis period, there are important but rather weak relations between these funding sources and that this...
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Hyman Minsky’s financial instability hypothesis and the accounting structure of economy
Biondi, Yuri - In: Accounting, Economics, and Law : AEL : a convivium 3 (2013) 3, pp. 141-166
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Collateral and monetary policy
Kumar, Manmohan S. - 2013
Financial lubrication in markets is indifferent to margin posting via money or collateral; the relative price(s) of money and collateral matter. Some central banks are now a major player in the collateral markets. Analogous to a coiled spring, the larger the quantitative easing(QE) efforts, the...
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Repo runs
Martin, Antoine; Skeie, David; Thadden, Ernst-Ludwig von - 2013 - Final version: November 2013
The recent financial crisis has shown that short-term collateralized borrowing may be a highly unstable source of funds in times of stress. The present paper develops a dynamic equilibrium model and analyzes under what conditions such instability can be a consequence of market-wide changes in...
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Fire-sale spillovers and systemic risk
Duarte, Fernando; Eisenbach, Thomas M. - 2013
We construct a new systemic risk measure that quantifies vulnerability to fire-sale spillovers using detailed regulatory balance sheet data for U.S. commercial banks and repo market data for broker-dealers. Even for moderate shocks in normal times, fire-sale externalities can be substantial. For...
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AKM mortgages, Inc.
Zhang, Sanjian; Paul, John W.; Huang, Xuan - In: Issues in accounting education 28 (2013) 4, pp. 1031-1052
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People’s Republic China; Detailed Assessment Report: CPSS-IOSCO Recommendations for Securities Settlement Systems and Central Counterparties
International Monetary Fund (IMF); International … - 2012
A detailed assessment report on the observance of the Committee on Payment and Settlement Systems-International Organization of Securities Commissions recommendations for China’s Securities Settlement Systems and Central Counterparties is presented. The bond market comprises the interbank...
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The (other) deleveraging
Kumar, Manmohan S. - 2012
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Shadow banking in the euro area : an overview
Bakk-Simon, Klára (contributor);  … - 2012
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Shadow banking in the euro area : an overview
Bakk-Simon, Klára (contributor);  … - 2012
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