G2TT

浏览/检索结果: 共3条,第1-3条 帮助

已选(0)清除 条数/页:   排序方式:
DP16439 Safe asset shortage and collateral reuse 智库出版物
2022
作者:  Stephan Jank;  Emanuel Moench;  Michael Schneider
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Safe assets  Government bonds  Collateral reuse  Rehypothecation  Repo market  Securities lending  
DP17099 Asset pricing with costly short sales 智库出版物
2022
作者:  Julien Hugonnier;  Rodolfo Prieto;  Theodoros Evgeniou
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Shorting costs  Securities lending  Heterogeneous beliefs  Dynamic equilibrium  
DP11993 Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds 智库出版物
2017
作者:  Massimo Massa;  Alberto Manconi;  Elisabeth Kempf
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Securities lending  Informed trading  Securitization