100 International Drive
Baltimore, MD 21202
Johns Hopkins University - Carey Business School (JHU)
in Total Papers Downloads
OTC markets, network, corporate bonds, crisis, intermediation chains, leaning against the wind
Rare diaster concern, hedge fund, skill
auction, quantitative easing, Federal Reserve, treasury bond, specialness
Auction, Federal Reserve, Quantitative Easing, Treasury Bond
Long-run risk, economic uncertainty, variance risk premium, bond return predictability, term structure of interest rates, interest rate derivatives
return predictability, stochastic volatility-of-volatility, variance risk premium, VIX options, volatility tail risks
Dollar Roll, TBA, MBS, Specialness, LSAP
Bond; Commodity; Currency; Equity; Option; Rare Disaster Risk
Repo; Tri-party; Intermediation; General Collateral Finance; Overnight
mortgage backed securities, OTC Market, Liquidity
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