A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation
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- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
- Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
- GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
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More about this item
Keywords
repos; collateral multiplier; limited commitment; intermediation;All these keywords.
JEL classification:
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2017-11-19 (Banking)
- NEP-DGE-2017-11-19 (Dynamic General Equilibrium)
- NEP-IAS-2017-11-19 (Insurance Economics)
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