Research Discussion Paper – RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data


I would like to thank ASX staff Tim Hogben and Wayne Jordan for help with the data, and Chris Becker, Matt Boge, Anthony Brassil, Michele Bullock, Jon Cheshire, Duke Cole, Jenny Hancock, David Hughes, Mark Manning, Yasaman Naghiloo, David Olivan and John Simon for input, feedback and assistance. The views in this paper are my own and do not necessarily reflect the views of the Reserve Bank of Australia. Any errors are my own.