Essays on the repo market
This thesis contributes to the broad body of research in the area of money markets, and focuses on repurchase agreements (repos). In the three main chapters of the thesis, I empirically investigate the determinants of the funding liquidity in the repo markets, and the interconnections between the re...
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University of Reading
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.741109 |