Dynamic asset-backed security design - Ozdenoren, Emre,Yuan, Kathy,Zhang, Shengxing ([LSE Financial Markets Group], 2022)
https://www.fmg.ac.uk/publications/discussion-papers/dynamic-asset-backed-security-design
Keywords: Graue Literatur; Liquidity; Dynamic Price Feedback; Tradable Assets; Inter-temporal Coordination; Security Design; Multiple Equilibria; Self-fulfilling Prices; Financial Fragility; Haircut; Repo; Repo Runs; Credit Crunch; Asset-Backed Security; Collateral; Limited Commitment; Adverse Selection; Market-Based Financial Intermediation