Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective
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DOI: 10.1287/mnsc.2021.4053
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Cited by:
- Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024.
"Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory,"
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- Huber, Amy Wang, 2023. "Market power in wholesale funding: A structural perspective from the triparty repo market," Journal of Financial Economics, Elsevier, vol. 149(2), pages 235-259.
- Gian Piero Aielli & Davide Pirino, 2023. "Funding Liquidity and Stocks’ Market Liquidity: Structural Estimation From High-Frequency Data," CEIS Research Paper 568, Tor Vergata University, CEIS, revised 28 Nov 2023.
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard A. M., 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," LSE Research Online Documents on Economics 121347, London School of Economics and Political Science, LSE Library.
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Keywords
funding liquidity; market liquidity; triparty repo; broker-dealer; money market fund; corporate bond;All these keywords.
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