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List of Document
Title Author/Affiliation Topic Year of Publication
Who buys bonds now? How markets deal with a smaller Eurosystem balance sheet Federico Maria Ferrara et al. - ECB Financial Analysis 2024
Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets Kazuya Suzuki, Kana Sasamoto - Bank of Japan Financial Analysis 2022
The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets? Tomás Carrera de Souza and Tom Hudepohl - The Netherlands' Central Bank Financial Analysis 2022
What drives repo haircuts? Evidence from the UK market Christian Julliard, Gábor Pintér, Karamfil Todorov, Kathy Yuan - Bank of England Financial Analysis 2022
Repo market and leverage ratio in the euro area Luca Baldo, Filippo Pasqualone and Antonio Scalia - Bank of Italy Secondary Markets 2020
Repurchase agreements and the European sovereign debt crises: the role of European clearinghouses Angela Armakollaa, Raphael Douadyb, Jean-Paul Laurentc, Francesco Molteni - PRISM Sorbonne Universite Paris, Stony Brook University, European University Institute Secondary Markets 2019
From cash- to securities-driven euro area repo markets: the role of financial stress and safe asset scarcity Claus Brand, Lorenzo Ferrante, Antoine Hubert - ECB Financial Analysis 2019
The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area William Arrata, Benoit Nguyen, Imene Rahmouni-Rousseau, Miklos Vari - Bank of France, International Monetary Fund Economic Policies 2018
Intraday dynamics and determinants of CCP and bilateral General-Collateral Repos Alfonso Dufour, Miriam Marra, Ivan Sangiorgi - University of Reading ICMA Centre Financial Analysis 2017
Repo market functioning: the role of capital regulation Antonis Kotidis and Neeltje van Horen - University of Bonn, Bank of England Secondary Markets 2018

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