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Securities market theory: Possession, repo and rehypothecation. (2012). Pascoa, Mario ; bottazzi, jean-marc ; Luque, Jaime ; Pscoa, Mrio R..
In: Journal of Economic Theory.
RePEc:eee:jetheo:v:147:y:2012:i:2:p:477-500.

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Cited: 55

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Cites: 22

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  1. Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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  2. Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

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  3. Fragility of Secured Credit Chains. (2023). Monnet, Cyril ; Maurin, Vincent ; Gottardi, Piero.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp2304.

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  4. Fragility of Secured Credit Chains. (2023). Monnet, Cyril ; Maurin, Vincent ; Gottardi, Piero.
    In: Working Papers.
    RePEc:szg:worpap:2301.

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  5. .

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  6. Asset scarcity and collateral rehypothecation. (2022). Maurin, Vincent.
    In: Journal of Financial Intermediation.
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  7. The repo channel of cross-border lending in the European sovereign debt crisis. (2022). Luque, Jaime .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000574.

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  8. Monetary policy transmission in segmented markets. (2022). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens.
    In: Working Paper Series.
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  9. The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets?. (2022). Hudepohl, Tom ; de Souza, Toms Carrera.
    In: Working Papers.
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  10. Loan Terms and Collateral: Evidence from the Bilateral Repo Market. (2022). Landoni, Mattia ; Auh, Jun Kyung.
    In: Journal of Finance.
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  12. A MODEL OF COLLATERAL: ENDOGENIZING THE BORROWING CONSTRAINT. (2021). Fukai, Hiroki ; Awaya, YU ; Watanabe, Makoto.
    In: International Economic Review.
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  13. Optimal interventions on strategic fails in repo markets. (2021). Fukai, Hiroki.
    In: MPRA Paper.
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  14. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo.
    In: Post-Print.
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  15. Bond market intermediation and the Role of Repo. (2021). Infante, Sebastian ; Huh, Yesol.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302612.

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  16. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Barucca, Paolo ; Luu, Duc Thi ; Battiston, Stefano.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301145.

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  17. Financial Fragility with Collateral Circulation. (2021). Gottardi, Piero ; Monnet, Cyril ; Maurin, Vincent.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15757.

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  18. Collateral Constraints, Tranching, and Price Bases. (2020). Phelan, Gregory ; Gong, Feixue.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2020-03.

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  19. The scarcity effect of QE on repo rates: Evidence from the euro area. (2020). Vari, Miklos ; Rahmouni-Rousseau, Imene ; Nguyen, Benoit ; Arrata, William.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:3:p:837-856.

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  20. Debt Collateralization, Structured Finance, and the CDS Basis. (2019). Phelan, Gregory ; Gong, Feixue.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2019-18.

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  21. A theory of repurchase agreements, collateral re-use, and repo intermediation. (2019). Monnet, Cyril ; Gottardi, Piero ; Maurin, Vincent .
    In: Review of Economic Dynamics.
    RePEc:red:issued:18-284.

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  22. Collateral, rehypothecation, and efficiency. (2019). Kahn, Charles M ; Park, Hyejin.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:39:y:2019:i:c:p:34-46.

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  23. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2018). Napoletano, Mauro ; Battiston, Stefano ; Barucca, Paolo ; Luu, Duc Thi.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2018/05.

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  24. Collateral Unchained : Rehypothecation networkd, concentration and systemic effects. (2018). Napoletano, Mauro ; Battiston, Stefano ; Barucca, Paolo ; Luu, Duc Thi.
    In: Sciences Po publications.
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  25. The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area. (2018). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, Imene ; Arrata, William.
    In: IMF Working Papers.
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  26. Collateral Unchained : Rehypothecation networkd, concentration and systemic effects. (2018). Battiston, Stefano ; Barucca, Paolo ; Napoletano, Mauro ; Luu, Duc Thi.
    In: Working Papers.
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  27. Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects. (2018). Napoletano, Mauro ; battiston, stefano ; Barucca, Paolo ; Luu, Duc Thi.
    In: GREDEG Working Papers.
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  28. Re-use of collateral: leverage, volatility, and welfare. (2018). Kubler, Felix ; Schmedders, Karl ; Grill, Michael ; Brumm, Johannes.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182218.

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  29. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2018). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo.
    In: Papers.
    RePEc:arx:papers:1802.02127.

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  30. Debt Collateralization, Structured Finance, and the CDS Basis. (2017). Phelan, Gregory ; Feixue, Gong.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2017-06.

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  31. Collateral scarcity premia in euro area repo markets. (2017). Ferrari, Massimo ; Mazzacurati, Julien ; Guagliano, Claudia.
    In: ESRB Working Paper Series.
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  32. Endogenous formation of security exchanges. (2017). Luque, Jaime ; Faias, Marta.
    In: Economic Theory.
    RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0989-9.

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  33. Re-use of Collateral: Leverage, Volatility, and Welfare. (2017). Schmedders, Karl ; Kubler, Felix ; Brumm, Johannes ; Grill, Michael.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:697.

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  34. A theory of repurchase agreements, collateral re-use, and repo intermediation. (2017). Monnet, Cyril ; Gottardi, Piero.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2017/03.

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  35. A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation. (2017). Monnet, Cyril ; Gottardi, Piero ; Maurin, Vincent .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6579.

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  36. Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W.
    In: Working papers.
    RePEc:bfr:banfra:652.

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  37. Banking Regulation and Market Making. (2017). Garriott, Corey ; Cimon, David.
    In: Staff Working Papers.
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  38. Re‐Use of Collateral in the Repo Market. (2016). Schumacher, Silvio ; Guggenheim, Basil ; Fuhrer, Lucas.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:6:p:1169-1193.

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  39. Re-use of collateral in the repo market. (2015). Schumacher, Silvio ; Guggenheim, Basil ; Fuhrer, Lucas.
    In: Working Papers.
    RePEc:snb:snbwpa:2015-02.

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  40. Liquidity Windfalls: The Consequences of Repo Rehypothecation. (2015). Infante, Sebastian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-22.

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  41. Collateral Risk, Repo Rollover and Shadow Banking. (2014). Zhang, Shengxing.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:562.

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  42. Collateral optimisation, re-use and transformation. (2014). Levels, Anouk ; Capel, Jeannette.
    In: DNB Occasional Studies.
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  43. Trading and rational security pricing bubbles. (2012). Pascoa, Mario ; bottazzi, jean-marc ; Luque, Jaime .
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:12010.

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  44. The dollar squeeze of the financial crisis. (2012). Pascoa, Mario ; bottazzi, jean-marc ; Luque, Jaime ; Sundaresan, Suresh.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  45. Trading and rational security pricing bubbles. (2012). Pascoa, Mario ; bottazzi, jean-marc.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00673995.

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  46. The Dollar Squeeze of the Financial Crisis. (2012). Pascoa, Mario ; bottazzi, jean-marc.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00673982.

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  47. Introduction to general equilibrium. (2012). Geanakoplos, John ; Balasko, Yves.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:147:y:2012:i:2:p:400-406.

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  48. A new stochastic dominance approach to enhanced index tracking problems. (2012). Bruni, Renato ; Scozzari, Andrea ; Cesarone, Francesco ; Tardella, Fabio .
    In: Economics Bulletin.
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  49. Is Collateral Becoming Scarce? Evidence for the euro area. (2012). Levels, Anouk ; Capel, Jeannette.
    In: DNB Occasional Studies.
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  50. The dollar squeeze of the financial crisis. (2011). Pascoa, Mario ; bottazzi, jean-marc ; Luque, Jaime ; Sundaresan, Suresh.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1139.

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  51. Trading and rational security pricing bubbles. (2011). Pascoa, Mario ; bottazzi, jean-marc ; Luque, Jaime .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1119.

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  52. Re-use of collateral: Leverage, volatility, and welfare. (). Brumm, Johannes.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-480.

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