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DP14257 Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing 智库出版物
2019
作者:  Bruno Biais;  Johan Hombert;  Pierre-Olivier Weill
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
General equilibrium  Asset pricing  Collateral constraints  Endogenously incomplete  
DP14257 Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing 智库出版物
2019
作者:  Bruno Biais;  Johan Hombert;  Pierre-Olivier Weill
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
General equilibrium  Asset pricing  Collateral constraints  Endogenously incomplete  
DP13547 Repo rates and the collateral spread: Evidence 智库出版物
2019
作者:  Kjell Nyborg;  Cornelia Roesler
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Collateral spread  Liquidity  Unsecured rate  Repo rate  General collateral  Eurex repo  
DP13546 Repo rates and the collateral spread puzzle 智库出版物
2019
作者:  Kjell Nyborg
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Collateral spread  Constrained-arbitrage  Liquidity  Market linkages  Repo rate  Unsecured rate  General collateral