ML-QuantSubscribe

RePEcTrading, Microstructure & Execution

Who’s Borrowing and Lending in Repo Markets?

The research examines who participates in U.S. repo markets, the trade-offs influencing repo segment structure, and the implications for monetary policy transmission.

Featured in No. 136 on 23 Oct 2026 · 11 days after release

Time series charts showing repo market participation growth and yield trends over time
Released
12 Oct 2026
First featured
No. 136 · 23 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
RePEc:fip:fednls:103821
Authors
Gara Afonso et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page