Securities market theory: possession, repo and rehypothecation
DOI10.1016/j.jet.2010.11.004zbMath1258.91063OpenAlexW3093680811WikidataQ29391551 ScholiaQ29391551MaRDI QIDQ413489
Jaime Luque, Jean-Marc Bottazzi, Mario Rui Pascoa
Publication date: 7 May 2012
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://economicdynamics.org/meetpapers/2011/paper_1214.pdf
collateralrepoleverageshort saleissuingre-hypothecationrepo collateral multipliersecurity pricingspecialness
Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) General equilibrium theory (91B50)
Related Items (2)
Cites Work
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