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A theory of repurchase agreements, collateral re-use, and repo intermediation
16 references·0 citing·48 second hopsampled
A theory of repurchase agreements, collateral re-use, and repo intermediation (2019)A theory of repurchase agreements, collat…The Euro Interbank Repo Market (2015)The Euro Interbank Repo MarketEndogenous Liquidity and the Business Cycle (2015)Endogenous Liquidity and the …Sizing Up Repo (2014)Sizing Up RepoRepo Runs: Evidence from the Tri‐Party Repo Market (2014)Repo Runs: Evidence from the …Collateral equilibrium, I: a basic framework (2013)Collateral equilibrium, I: a …The Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…Securitized banking and the run on repo (2011)Securitized banking and the r…Asset prices and liquidity in an exchange economy (2010)Asset prices and liquidity in…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Leasing, Ability to Repossess, and Debt Capacity (2008)Leasing, Ability to Repossess…Default and Punishment in General Equilibrium1 (2004)Default and Punishment in Gen…The Role of Leasing under Adverse Selection (2002)The Role of Leasing under Adv…Promises, Promises (2000)Promises, PromisesA Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…Special Repo Rates (1996)Special Repo RatesAn Incomplete Contracts Approach to Financial Contracting (1992)An Incomplete Contracts Appro…Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)Dynamic Asset Pricing Theory. (1993)A Search‐Based Theory of the On‐the‐Run Phenomenon (2008)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)Are Government Bonds Net Wealth? (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)A Macroprudential Approach to Financial Regulation (2011)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidity and leverage (2008)Belief Disagreements and Collateral Constraints (2013)Measuring Liquidity Mismatch in the Banking Sector (2017)The Macroeconomics of Shadow Banking (2017)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)Risk and Valuation of Collateralized Debt Obligations (2001)The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)Neglected risks, financial innovation, and financial fragility (2011)Job Market Signaling (1973)Credit Rationing in Markets with Imperfect Information (1981)A Quantitative Theory of Unsecured Consumer Credit with Risk of Default (2002)Risk-based pricing of interest rates for consumer loans (2006)Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach (2010)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Firms, Contracts, and Financial Structure (1995)What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Continuous Auctions and Insider Trading (1985)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Banks as patient fixed-income investors (2015)Treasury inconvenience yields during the COVID-19 crisis (2021)Financial Intermediation and Delegated Monitoring (1984)Production, Information Costs and Economic Organization (1996)Bank size, lending technologies, and small business finance (2010)Do Long-Term Investors Improve Corporate Decision Making? (2014)The Rise of Finance Companies and FinTech Lenders in Small Business Lending (2020)The Determinants of Credit Spread Changes (2001)Bank lending during the financial crisis of 2008 (2009)How does capital affect bank performance during financial crises? (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Cross-Border Banking and Global Liquidity (2014)
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References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1992An Incomplete Contracts Approach to Financial Contracting2,132 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 1996Special Repo Rates461 cited
  • 2004Default and Punishment in General Equilibrium1402 cited
  • 2008Leasing, Ability to Repossess, and Debt Capacity400 cited
  • 2014Sizing Up Repo373 cited
  • 2014Repo Runs: Evidence from the Tri‐Party Repo Market368 cited
  • 2000Promises, Promises248 cited
  • 2010Asset prices and liquidity in an exchange economy236 cited
  • 2015Endogenous Liquidity and the Business Cycle182 cited
  • 2002The Role of Leasing under Adverse Selection176 cited
  • 2015The Euro Interbank Repo Market139 cited
  • 2013Collateral equilibrium, I: a basic framework130 cited

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