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Huber, 2022 - Google Patents

Lender Preference, Borrower Market Power, and the Effect of RRP

Huber, 2022

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Document ID
17597857502182624591
Author
Huber A
Publication year

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I model and structurally estimate the equilibrium rates and volumes on the Triparty repo market to study how imperfect competition affects monetary transmission through this key financial market. I characterize the Triparty market as cash-lenders allocating their portfolios …
Continue reading at bcf.princeton.edu (PDF) (other versions)

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