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The leverage ratio and liquidity in the gilt and gilt repo markets · Study

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ArticleThe leverage ratio and liquidity in the gilt and gilt repo markets

Andreea Bicu2019

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Articlegreen2019

The leverage ratio and liquidity in the gilt and gilt repo markets

Andreea Bicu · Louisa Chen · David T. Elliott

28 citations·0/0 files stored·Journal of Financial Markets

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Banking stability, regulation, efficiency Financial Markets and Investment Strategies Credit Risk and Financial Regulations

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References

2002Illiquidity and stock returns: cross-section and time-series effects 2008Market Liquidity and Funding Liquidity 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 2011Securitized banking and the run on repo 2002Equilibrium and welfare in markets with financially constrained arbitrageurs 2011Corporate bond liquidity before and after the onset of the subprime crisis 2008Measuring Abnormal Bond Performance

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Year2019

Typearticle

Published2019-09-30

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations28

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.finmar.2019.100510

openalex_workW2770164539

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