Text
Sizing Up Repo
To understand which short-term debt markets experienced "rubs" during the financial crisis, we analyze a novel data set of repurchase agreements (repo), that is, loans between nonbank cash lenders and dealer banks collateralized with securities. .Printed Journal
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| JOF6906 | PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | : The American Finance Asosiation |
|---|---|
| Edisi | - |
| Subjek | Cross Funding through Repurchase Agreements Repo Data Quantity and Composition of Repo Funding Repo Terms during the Financial Crisis Sectional Patterns by Revo Counterparty Federal Reserve Programs |
| ISBN/ISSN | 221082 |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |