1. Resaleable debt and systemic risk. (2018). Donaldson, Jason Roderick ; Micheler, Eva.
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2. Collateral scarcity premia in euro area repo markets. (2017). Ferrari, Massimo ; Mazzacurati, Julien ; Guagliano, Claudia.
   In: ESRB Working Paper Series.
   RePEc:srk:srkwps:201755.

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3. Resaleable debt and systemic risk. (2017). Micheler, Eva ; Donaldson, Jason.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:68068.

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4. Rehypothecation and liquidity. (2017). Zhang, Shengxing ; Martin, Fernando ; Andolfatto, David.
   In: European Economic Review.
   RePEc:eee:eecrev:v:100:y:2017:i:c:p:488-505.

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5. Resaleable debt and systemic risk. (2016). Donaldson, Jason ; Micheler, Eva.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:66042.

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6. Resaleable debt and systemic risk. (2016). Micheler, Eva ; Donaldson, Jason.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:119000.

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1. Adrian, T., Begalle, B., Copeland, A. and Martin, A. (2013), Repo and securities lending, in ‘Risk Topography: Systemic Risk and Macro Modeling’, University of Chicago Press.

2. Bottazzi, J.-M., Luque, J. and P ascoa, M. R. (2012), ‘Securities market theory: Possession, repo and rehypothecation ’, Journal of Economic Theory 147(2), 477–500.

3. Brunnermeier, M. and Pedersen, L. (2009), ‘Market liquidity and funding liquidity’, Review of Financial studies 22(6), 2201–2238.

4. Copeland, A., Davis, I., LeSueur, E. and Martin, A. (2012), ‘Mapping and sizing the U.S. repo market’, Federal Reserve Bank of New York Liberty Street Economics blog, June 25.
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5. Copeland, A., Martin, A. and Walker, M. (2014), ‘Repo runs: evidence from the tri-party repo market’, The Journal of Finance 69(6), 2343–2380.

6. Duffie, D. (2013), ‘Replumbing our financial system: Uneven progress’, International Journal of Central Banking 9(1), 251–279.
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7. Duffie, D., Garleanu, N. and Pedersen, L. H. (2002), ‘Securities lending, shorting, and pricing’, Journal of Financial Economics 66(2), 307–339.
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8. Eren, E. (2014), ‘Intermediary funding liquidity and rehypothecation as a determinant of repo haircuts and interest rates’, working paper, Stanford University .
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9. Fleming, M. J. and Garbade, K. (2003), ‘The repurchase agreement refined: GCF repo’, Current Issues in Economics and Finance 9(6).
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10. Fostel, A. and Geanakoplos, J. (2011), ‘Endogenous leverage: VaR and beyond’, Cowles Foundation for Research in Economics, Yale University .
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11. Geanakoplos, J. (2010), ‘The Leverage Cycle’, NBER Macroeconomics Annual 2009 24, 1–65.
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12. Gorton, G. and Metrick, A. (2012), ‘Securitized banking and the run on repo’, Journal of Financial Economics 104(3), 425–451.
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13. Infante, S. (2013), ‘Screening through margins: A model of repo lending’, working paper, Federal Reserve Board .
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14. Krishnamurthy, A., Nagel, S. and Orlov, D. (2014), ‘Sizing up repo’, The Journal of Finance 69(6), 2381– 2417.
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15. Martin, A., Skeie, D. and Von Thadden, E.-L. (2014), ‘Repo runs’, Review of Financial Studies 27(4), 957– 989.
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16. Mitchell, M. and Pulvino, T. (2012), ‘Arbitrage crashes and the speed of capital’, Journal of Financial Economics 104(3), 469–490.

17. Simsek, A. (2013), ‘Belief disagreements and collateral constraints’, Econometrica 81(1), 1–53.
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3. What drives repo haircuts? Evidence from the UK market. (2022). Pinter, Gabor ; Yuan, Kathy ; Todorov, Karamfil ; Julliard, Christian.
   In: BIS Working Papers.
   RePEc:bis:biswps:1027.

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4. Bond market intermediation and the Role of Repo. (2021). Infante, Sebastian ; Huh, Yesol.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302612.

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5. Shadow banking and financial intermediation. (2021). oZGuR, Goker .
   In: Metroeconomica.
   RePEc:bla:metroe:v:72:y:2021:i:4:p:731-757.

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6. Collateral eligibility of corporate debt in the Eurosystem. (2020). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Simon, Zorka ; Riedel, Max.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:275.

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7. How Fast Should Trades Settle?. (2020). Zoican, Marius ; Khapko, Mariana.
   In: Management Science.
   RePEc:inm:ormnsc:v:66:y:2020:i:10:p:4573-4593.

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8. The importance of being special: Repo markets during the crisis. (2020). Maddaloni, Angela ; Corradin, Stefano.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:137:y:2020:i:2:p:392-429.

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9. Money markets, central bank balance sheet and regulation. (2020). Sigaux, Jean-David ; Hoerova, Marie ; Eisenschmidt, Jens ; Schepens, Glenn ; Linzert, Tobias ; Corradin, Stefano.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20202483.

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10. Covered Interest Parity in long-dated securities. (2020). Syrstad, Olav.
    In: Working Paper.
    RePEc:bno:worpap:2020_11.

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11. The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements. (2019). Copeland, Adam ; Cipriani, Marco ; Baklanova, Viktoria ; Caglio, Cecilia.
    In: Review of Economic Dynamics.
    RePEc:red:issued:18-282.

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12. Liquidity windfalls: The consequences of repo rehypothecation. (2019). Infante, Sebastian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:133:y:2019:i:1:p:42-63.

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13. 151 Trading Strategies. (2018). Serur, Juan Andres ; Kakushadze, Zura.
    In: Springer Books.
    RePEc:spr:sprbok:978-3-030-02792-6.

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14. The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area. (2018). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, Imene ; Arrata, William.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/258.

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15. A Review of Shadow Banking. (2018). Adrian, Tobias ; Cetorelli, Nicola ; Breuer, Peter ; Ashcraft, Adam.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13363.

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16. The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market. (2017). Kishor, N ; Rizi, Majid Haghani.
    In: MPRA Paper.
    RePEc:pra:mprapa:83471.

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17. Bond Market Intermediation and the Role of Repo. (2017). Infante, Sebastian ; Huh, Yesol.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-03.

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18. Sovereign collateral as a Trojan Horse: Why do we need an LCR+. (2017). Buschmann, Christian ; Schmaltz, Christian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:311-330.

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19. Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds. (2017). Kempf, Elisabeth ; Massa, Massimo ; Manconi, Alberto.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11993.

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20. Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W.
    In: Working papers.
    RePEc:bfr:banfra:652.

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21. The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian .
    In: ifo Beiträge zur Wirtschaftsforschung.
    RePEc:ces:ifobei:69.

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22. Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples. (2016). Capponi, Agostino ; Sturm, Stephan ; Bichuch, Maxim.
    In: Papers.
    RePEc:arx:papers:1501.05893.

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23. Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca .
    In: Working Papers.
    RePEc:ofr:wpaper:15-17.

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24. Reference guide to U.S. repo and securities lending markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca .
    In: Staff Reports.
    RePEc:fip:fednsr:740.

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25. Liquidity Windfalls: The Consequences of Repo Rehypothecation. (2015). Infante, Sebastian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-22.

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26. Macroprudential regulation under repo funding. (2015). Valderrama, Laura .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:2:p:178-199.

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27. Financial Stability Policies for Shadow Banking. (2015). Adrian, Tobias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10435.

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28. Japanese Repo and Call Markets Before, During, and Emerging from the Financial Crisis. (2014). Kato, Naoya ; Fukunaga, Ichiro.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:14-e-15.

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29. Financial stability policies for shadow banking. (2014). Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:664.

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30. Financial stability monitoring. (2014). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie J..
    In: Staff Reports.
    RePEc:fip:fednsr:601.

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31. The economics of collateral. (2014). Jõeveer, Karin ; Jeveer, Karin ; Anderson, Ronald W..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:59295.

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32. Interpreting Repo Statistics in the Flow of Funds Accounts. (2013). Nagel, Stefan ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19389.

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33. Shadow bank monitoring. (2013). Cetorelli, Nicola ; Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:638.

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34. Financial stability monitoring. (2013). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-21.

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35. The Governance of the Black Holes of the World Economy: Shadow Banking and Offshore Finance. (2013). Nesvetailova, Anastasia ; Palan, R..
    In: CITYPERC Working Paper Series.
    RePEc:dip:dpaper:2013-03.

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36. Shadow Banking and the Limits of Central Bank Liquidity Support: How to Achieve a Better Balance between Global and Official Liquidity. (2012). Moe, Thorvald.
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_712.

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37. Shadow banking: a review of the literature. (2012). Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:580.

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38. Shadow banking regulation. (2012). Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:559.

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39. Sucker Punched by the Invisible Hand. (2012). Goldstein, Adam ; Fligstein, Neil .
    In: Institute for Research on Labor and Employment, Working Paper Series.
    RePEc:cdl:indrel:qt1754s7tz.

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