Tri-Party Repo Pricing
收藏数据链接：
官方服务：
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
