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Clogged pipes in the repo market. (2023). Ahn, Yongkil.
In: Finance Research Letters.
RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006566.

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  1. Flight to safety, intermediation frictions, and US Treasury floating rate note prices. (2024). Ahn, Yongkil.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301245x.

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References

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  2. Ahn, Y. The anatomy of the disposition effect: which factors are most important?. 2022 Finance Res. Lett.. 44 -

  3. Ahn, Y. ; Tsai, S.C. What factors are associated with stock price jumps in high frequency?. 2021 Pacific-Basin Financ. J.. 68 -

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  10. Fuhrer, L.M. ; Guggenheim, B. ; Schumacher, S. Re-use of collateral in the repo market. 2016 J. Money Credit Bank.. 48 1169-1193

  11. Ghosh, S. On the grouped selection and model complexity of the adaptive elastic net. 2011 Stat. Comput.. 21 451-462
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  12. Gorton, G. ; Metrick, A. Securitized banking and the run on repo. 2012 J. Financ. Econ.. 104 425-451

  13. Infante, S. Liquidity windfalls: the consequences of repo rehypothecation. 2019 J. Financ. Econ.. 133 42-63

  14. Infante, S. ; Vardoulakis, A.P. Collateral runs. 2021 Rev. Financ. Stud.. 34 2949-2992
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  15. Keane, F.M. Securities loans collateralized by cash: reinvestment risk, run risk, and incentive issues. 2013 Curr. Issues Econom. Financ.. 19 -

  16. Klingler, S. ; Syrstad, O. Life after LIBOR. 2021 J. Financ. Econ.. 141 783-801
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  17. Krishnamurthy, A. ; Nagel, S. ; Orlov, D. Sizing up repo. 2014 J. Financ.. 69 2381-2417
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  18. Martin, A. ; Skeie, D. ; Thadden, E.L.V. Repo runs. 2014 Rev. Financ. Stud.. 27 957-989
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  19. Rapach, D.E. ; Strauss, J.K. ; Zhou, G. International stock return predictability: what is the role of the United States?. 2013 J. Financ.. 68 1633-1662

  20. Zou, H. ; Zhang, H.H. On the adaptive elastic-net with a diverging number of parameters. 2009 Ann. Stat.. 37 1733-
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