Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122244823> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W3122244823 abstract "This paper provides a descriptive and quantitative account of the tri-party repo market before the reforms proposed in 2010 by the Task Force on Tri-Party Repo Infrastructure (Task Force 2010). We provide an extensive description of the mechanics of this market. We also use data from July 2008 to early 2010 to document quantitative features of the market. We find that both the level of haircuts and the amount of funding were surprisingly stable in this market. The stability of the margins is in contrast to evidence from other repo markets. Perhaps surprisingly, the data reveal relatively few signs of stress in the market for dealers other than Lehman Brothers, on which we provide some evidence. This suggests that runs in the tri-party repo market may occur precipitously, like traditional bank runs, rather than manifest themselves as large increases in margins." @default.
- W3122244823 created "2021-02-01" @default.
- W3122244823 creator A5040394450 @default.
- W3122244823 creator A5052925136 @default.
- W3122244823 creator A5064796206 @default.
- W3122244823 date "2010-01-01" @default.
- W3122244823 modified "2023-09-23" @default.
- W3122244823 title "The tri-party repo market before the 2010 reforms" @default.
- W3122244823 hasPublicationYear "2010" @default.
- W3122244823 type Work @default.
- W3122244823 sameAs 3122244823 @default.
- W3122244823 citedByCount "0" @default.
- W3122244823 crossrefType "posted-content" @default.
- W3122244823 hasAuthorship W3122244823A5040394450 @default.
- W3122244823 hasAuthorship W3122244823A5052925136 @default.
- W3122244823 hasAuthorship W3122244823A5064796206 @default.
- W3122244823 hasConcept C119857082 @default.
- W3122244823 hasConcept C144133560 @default.
- W3122244823 hasConcept C154945302 @default.
- W3122244823 hasConcept C162324750 @default.
- W3122244823 hasConcept C17744445 @default.
- W3122244823 hasConcept C187736073 @default.
- W3122244823 hasConcept C2776502983 @default.
- W3122244823 hasConcept C2780451532 @default.
- W3122244823 hasConcept C2985871740 @default.
- W3122244823 hasConcept C3116431 @default.
- W3122244823 hasConcept C41008148 @default.
- W3122244823 hasConcept C556758197 @default.
- W3122244823 hasConcept C774472 @default.
- W3122244823 hasConceptScore W3122244823C119857082 @default.
- W3122244823 hasConceptScore W3122244823C144133560 @default.
- W3122244823 hasConceptScore W3122244823C154945302 @default.
- W3122244823 hasConceptScore W3122244823C162324750 @default.
- W3122244823 hasConceptScore W3122244823C17744445 @default.
- W3122244823 hasConceptScore W3122244823C187736073 @default.
- W3122244823 hasConceptScore W3122244823C2776502983 @default.
- W3122244823 hasConceptScore W3122244823C2780451532 @default.
- W3122244823 hasConceptScore W3122244823C2985871740 @default.
- W3122244823 hasConceptScore W3122244823C3116431 @default.
- W3122244823 hasConceptScore W3122244823C41008148 @default.
- W3122244823 hasConceptScore W3122244823C556758197 @default.
- W3122244823 hasConceptScore W3122244823C774472 @default.
- W3122244823 hasLocation W31222448231 @default.
- W3122244823 hasOpenAccess W3122244823 @default.
- W3122244823 hasPrimaryLocation W31222448231 @default.
- W3122244823 hasRelatedWork W1556880304 @default.
- W3122244823 hasRelatedWork W177598260 @default.
- W3122244823 hasRelatedWork W2055012477 @default.
- W3122244823 hasRelatedWork W2127282615 @default.
- W3122244823 hasRelatedWork W2159377718 @default.
- W3122244823 hasRelatedWork W2177091344 @default.
- W3122244823 hasRelatedWork W2332039711 @default.
- W3122244823 hasRelatedWork W2775640049 @default.
- W3122244823 hasRelatedWork W2943487460 @default.
- W3122244823 hasRelatedWork W2992356534 @default.
- W3122244823 hasRelatedWork W3021642094 @default.
- W3122244823 hasRelatedWork W3087034363 @default.
- W3122244823 hasRelatedWork W3121175427 @default.
- W3122244823 hasRelatedWork W3122055997 @default.
- W3122244823 hasRelatedWork W3123052297 @default.
- W3122244823 hasRelatedWork W3124942421 @default.
- W3122244823 hasRelatedWork W3125794368 @default.
- W3122244823 hasRelatedWork W3173268823 @default.
- W3122244823 hasRelatedWork W616971657 @default.
- W3122244823 hasRelatedWork W3121274675 @default.
- W3122244823 isParatext "false" @default.
- W3122244823 isRetracted "false" @default.
- W3122244823 magId "3122244823" @default.
- W3122244823 workType "article" @default.