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20062018
most citedHow Do Output Growth Rate Distributions Look Like? Some Time-Series Evidence on OECD Countries

2 citations · 2 across the 2 of their papers we have counts for

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q-fin.RM2018

Collateral Unchained: Rehypothecation networks, concentration and systemic effects

Duc Thi Luu, Mauro Napoletano, Paolo Barucca +1

We study how network structure affects the dynamics of collateral in presence of rehypothecation. We build a simple model wherein banks interact via chains of repo contracts and us…