Real-time identification and high-frequency analysis of deposits outflows
E Rainone - Journal of Financial Econometrics, 2024 - academic.oup.com
We propose a method based on control charts to identify in real-time sudden deposits
outflows through the payment system. The performance of the methodology is assessed with …
outflows through the payment system. The performance of the methodology is assessed with …
[PDF][PDF] Not equally special: collateralised trading of non-banks
A Maddaloni, HS Roh - Unpublished manuscript, 2021 - academia.edu
For a liquid bond market, it is important that bond holders actively lend their bonds. By being
able to borrow bonds without delays, dealers can better intermediate trades in this market …
able to borrow bonds without delays, dealers can better intermediate trades in this market …
[图书][B] Essays in Technological Innovation & Financial Economics
A Mukerji - 2022 - search.proquest.com
ESSAYS IN TECHNOLOGICAL INNOVATION & FINANCIAL ECONOMICS A DISSERTATION
SUBMITTED TO THE GRADUATE SCHOOL OF BUSINESS AND THE Page 1 ESSAYS IN …
SUBMITTED TO THE GRADUATE SCHOOL OF BUSINESS AND THE Page 1 ESSAYS IN …
Repo specialness in the transmission of quantitative easing
HS Roh - Available at SSRN 3387085, 2019 - papers.ssrn.com
I show that the repo specialness of sovereign bonds can magnify the transmission of central
bank quantitative easing into the real economy. Investors who cannot take advantage of the …
bank quantitative easing into the real economy. Investors who cannot take advantage of the …
Identifying deposits' outflows in real-time
E Rainone - Bank of Italy Temi di Discussione (Working Paper) No, 2021 - papers.ssrn.com
We propose a method based on control charts to identify in real-time sudden deposits'
outflows through payment systems. The performance of the methodology is assessed with …
outflows through payment systems. The performance of the methodology is assessed with …