Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory
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- Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory," Working Papers 11, University of Liverpool, Department of Economics.
References listed on IDEAS
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More about this item
Keywords
Repo market; collateralized debt; haircut; collateral quality; costly information acquisition; uncertainty.;All these keywords.
JEL classification:
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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