Analyzing a novel collateral haircut dataset, this paper investigates the relations between
the collateral haircuts and the yields of Euro-area central government bonds. The empirical …

Despite the paramount centrality of repurchase agreements (repos) in today's market-based
finance regime, both conceptual and empirical questions about European repo markets are …

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 …

Using a novel dataset, we study intraday trades of overnight general collateral repurchase
agreements (repos) on Italian government bonds. We focus both on repos cleared by central …

ESSAYS IN TECHNOLOGICAL INNOVATION & FINANCIAL ECONOMICS A DISSERTATION
SUBMITTED TO THE GRADUATE SCHOOL OF BUSINESS AND THE Page 1 ESSAYS IN …

Using the policy event of green bonds being included in the Medium-term Lending Facility
(MLF) eligible collateral framework in June 2018 as a quasi-natural experiment, this paper …

This article provides an empirical assessment of the main factors explaining the widening of
repo-DFR spreads in the Euro Area. We focus on the analysis of monetary policy …

We study the spread between the intraday general collateral repo rate on Italian
Government bonds and the ECB deposit rate, using a novel dataset. We focus on overnight …