Financial and Real Effects of Repo Market Activity

CEBRA

Session organised by Deutsche Bundesbank

Type Length Chair Room Number Add to calendar
Contributed 06/07 13:45 EDT
120
mins
IAB 404
Add to Calendar 2023-07-06 13:45:00 2023-07-06 15:45:00 CEBRA 2023: Financial and Real Effects of Repo Market Activity. Room: IAB 404 Session organised by Deutsche Bundesbank Session organised by Deutsche Bundesbank CEBRA 2023 congress@eeassoc.org America/New_York public
Presenter(s) Discussant(s) Chair(s)
Benedikt Ballensiefen Dmitry Chebotarev Egemen Eren Matthias Kaldorf Sriya Anbil Adam Copeland Matthias Kaldorf

Papers

(Listed in order of presenters above)

Collateral Choice

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Pricing Repo: A Model of Haircuts and Rates

Money Market Funds and the Pricing of Near-Money Assets

Read paper

Presentations

Collateral Choice

Pricing Repo: A Model of Haircuts and Rates

Money Market Funds and the Pricing of Near-Money Assets