Tri-Party Repo Pricing
收藏NBER2015-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w21502
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资源简介：
In this paper, we examine the pricing determinants in the systemically important tri-party repo market. Taking advantage of the recently available N-MFP reports filed by money market funds, we construct a novel dataset that contains tri-party repo transactions between money market funds and dealer
提供机构：
美国国家经济研究局
创建时间：
2015-08-01
