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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Quantitative easing and the functioning of the gilt repo market | Mahmoud Fatouh, Simone Giansante, Steven Ongena - Bank of England, University of Palermo, University of Zurich | Economic Policies | 2024 |
| 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 |
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