Matthias Rupprecht

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

  • University of St. Gallen - School of Finance

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Funding Illiquidity

University of St.Gallen, School of Finance Research Paper No. 2016/01
Number of pages: 49 Posted: 11 Jan 2016 Last Revised: 05 Sep 2019
Matthias Rupprecht and Jan Wrampelmeyer
University of St. Gallen - School of Finance and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 443 (113,593)
Citation 1

Abstract:

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funding liquidity, unsecured and secured funding, liquidity spirals, monetary policy, regulation

2.

The Forward Premium in Short-Term Rates

University of St.Gallen, School of Finance Research Paper No. 2016/19
Number of pages: 38 Posted: 15 Oct 2016 Last Revised: 05 Sep 2019
Angelo Ranaldo and Matthias Rupprecht
University of St. Gallen and University of St. Gallen - School of Finance
Downloads 172 (296,773)

Abstract:

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expectations hypothesis, repo, forward premium, interest rates