Massimo Ferrari

European Securities and Markets Authority

103 Rue de Grenelle

Paris, 75007

France

SCHOLARLY PAPERS

1

DOWNLOADS

81

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Collateral Scarcity Premia in Euro Area Repo Markets

ESRB: Working Paper Series 2017/55
Number of pages: 38 Posted: 05 Nov 2020 Last Revised: 18 Nov 2021
Massimo Ferrari, Claudia Guagliano and Julien Mazzacurati
European Securities and Markets Authority, European Securities and Markets Authority (ESMA) and European Securities and Markets Authority
Downloads 81 (605,041)

Abstract:

Loading...

collateral, collateral reuse, negative interest rates, quantitative easing, repos, securities lending, short selling, specialness