Jiri Woschitz

University of Zurich

Rämistrasse 71

Zürich, CH-8006

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

542

SSRN CITATIONS

4

CROSSREF CITATIONS

8

Scholarly Papers (2)

Collateral, Central Bank Repos, and Systemic Arbitrage

Swiss Finance Institute Research Paper No. 16-66
Number of pages: 58 Posted: 18 Nov 2016
Frankfurt School of Finance & Management, University of Zurich - Department of Banking and Finance, ESMT European School of Management and Technology and University of Zurich
Downloads 431 (93,791)
Citation 9

Abstract:

Loading...

Collateral, repo, systemic arbitrage, central bank, collateral policy, banks, liquidity, interbank market, financial stability, financial fragmentation

Collateral, Central Bank Repos, and Systemic Arbitrage

CEPR Discussion Paper No. DP11663
Number of pages: 59 Posted: 29 Nov 2016
Frankfurt School of Finance & Management, University of Zurich - Department of Banking and Finance, ESMT European School of Management and Technology and University of Zurich
Downloads 0
  • Add to Cart

Abstract:

Loading...

banks, central bank, Collateral, collateral policy, financial fragmentation, financial stability, interbank market, liquidity, repo, systemic arbitrage

2.

The Price of Money: How Collateral Policy Affects the Yield Curve

Swiss Finance Institute Research Paper No. 21-74
Number of pages: 69 Posted: 11 Nov 2021
Kjell G. Nyborg and Jiri Woschitz
University of Zurich - Department of Banking and Finance and University of Zurich
Downloads 111 (335,058)

Abstract:

Loading...

Yield curve, central bank, collateral policy, monetary policy, haircuts, repo, asset prices, liquidity, central-bank money, government bonds