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Browsing Recerca: working papers, preprints, informes, etc. by Subject "Haircuts"

Browsing Recerca: working papers, preprints, informes, etc. by Subject "Haircuts"

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  • Molteni, Francesco (2017-08)
    This paper analyzes the Eurozone financial crisis through the lens of sovereign bond liquidity. Using novel data, I show that repo haircuts on peripheral government bonds sharply increased during the crisis, reducing ...
  • Peydró, José-Luis; Polo, Andrea, 1983-; Sette, Enrico (2020-04)
    Monetary policy transmission may be impaired if banks rebalance their portfolios towards securities to pursue e.g. risk-shifting or liquidity hoarding. We identify the bank lending and risk-taking channels by exploiting – ...

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