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Bc. Filip Buša

Bachelor's thesis

US repo markets and the role of the Fed

US repo markets and the role of the Fed
Abstract:
Cieľom tejto práce je skúmať a analyzovať trhy krátkodobého zaisteného financovania v USA, tzv. repo trhom, s dôrazom na úlohu Federálneho rezervného systému. Vplyv na finančnú stabilitu a účinnosť ich politiky hodnotíme prostredníctvom skúmania štruktúry týchto trhov, ich histórie a intervencií Federálneho rezervného systému na týchto trhoch. Pomocou regresnej analýzy s dynamickým modelom najmenších …more
Abstract:
This thesis aims to examine and analyze U.S. repurchase agreement (repo) markets, with a specific focus on the role of the Federal Reserve. We evaluate impacts on financial stability and policy effectiveness by looking into how these markets work, their history, and interventions by the Federal Reserve in these markets. Using regression analysis with a Dynamic Ordinary Least Squares (DOLS) model, this …more
 

Keywords

Repo markets Federal Reserve Monetary policy Bilateral repo Triparty repo Secured Overnight Financing Rate (SOFR) Dynamic ordinary least squares (DOLS)
 
Language used: English
Date on which the thesis was submitted / produced: 26. 4. 2024
Identifier: https://is.muni.cz/th/spxk9/

Thesis defence

  • Date of defence: 14. 6. 2024
  • Supervisor: Ing. Jan Jonáš, Ph.D.
  • Reader: Ing. Mgr. Vlastimil Reichel, Ph.D.

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta
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Masaryk University

Faculty of Economics and Administration

Bachelor programme / field:
Economics / Economics

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