Lorenzo Ferrante

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

From Cash- to Securities-Driven Euro Area Repo Markets: The Role of Financial Stress and Safe Asset Scarcity

ECB Working Paper No. 2232 (2019) ISBN 978-92-899-3494-7
Number of pages: 66 Posted: 01 Feb 2019
Claus Brand, Lorenzo Ferrante and Antoine Hubert de Fraisse
European Central Bank (ECB), European Central Bank (ECB) and HEC Paris - Finance Department
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Citation 2

Abstract:

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monetary policy, repo market, bond specialness, big data, machine learning