Hyunpyung Kim

Yonsei University

Seoul

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

1

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82

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0

Scholarly Papers (1)

1.

Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory

Number of pages: 67 Posted: 09 Jan 2025
Sangyup Choi, Inkee Jang, Kee-Youn Kang and Hyunpyung Kim
Yonsei University, Hanyang University - School of Business, University of Liverpool Management School and Yonsei University
Downloads 82 (642,840)

Abstract:

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Repo market, Collateralized debt, Haircut, Collateral quality, Costly Information acquisition, Uncertainty