Supranational Debt as Safe Asset: The Role of Repo

M Kaldorf, A Poinelli - Available at SSRN 4630847, 2023 - papers.ssrn.com
This paper demonstrates that repo markets play a crucial role in the manufacturing of safe
assets. We overcome endogeneity concerns regarding repo market activity and the safety …

Essays in Empirical Market Microstructure

O Rehman - Series of Dissertations, 2024 - biopen.bi.no
Abstract chapter 1: Prime money market funds (MMFs) frequently receive support from their
sponsors during periods of acute market stress. While sponsor support can help restore …