How Does the Repo Market Behave Under Stress? : Evidence From the COVID-19 Crisis /
We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more connected, with most institutions relying on existing trade...
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| Другие авторы: | , |
| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2021.
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| Серии: | IMF Working Papers; Working Paper ;
No. 2021/267 |
| Предметы: | |
| Online-ссылка: | Full text available on IMF |