Relevant bibliographies by topics / Repo rate

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Repo rate'

Author: Grafiati
Published: 4 June 2021
Last updated: 26 July 2025

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Journal articles on the topic "Repo rate"

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Sanica, I. Gede, I. Ketut Nurcita, I. Made Mastra, and Desak Made Sukarnasih. "Effectiveness and Forecasting of Interest Rate Reversal BI 7-Day Repo Rate in Indonesia: Lower Bound on Monetary Policy?" Mediterranean Journal of Social Sciences 9, no. 1 (2018): 171–80. http://dx.doi.org/10.2478/mjss-2018-0016.

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AbstractThis study aims to analyze effectivity and forecast of interest rate BI 7-Day Repo Rate as policy reference in the implementation of monetary policy. The method was used in this study contains Vector Autoregression (VAR) to estimate effectivity of BI 7-Day Repo Rate and Autoregressive Integrated Moving Average (ARIMA) to forecast of BI 7-Day Repo Rate. Period of observation in this study used time series data during 2016.4 until 2017.6. The result of this research shows that the transformation of the BI Rate to BI 7-Day Repo Rate is the right step in the monetary policy operation in th
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Makatjane, Katleho, Ntebogang Moroke, and Diteboho Xaba. "Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate." Journal of Economics and Behavioral Studies 9, no. 3(J) (2017): 163–70. http://dx.doi.org/10.22610/jebs.v9i3(j).1755.

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The current study investigated a cointegration and nonlinear causality relationships between inflation and repo rates of South Africa using the data spanning the period of January 2002 to March 2016. We used a threshold vector error correction model (TVECM) and nonlinear Granger frameworks causality to carry out the analysis. Preliminary analysis of data revealed the expected properties of the data such as nonlinearity, non-stationarity and co-movement of the variables. The two variables confirmed to be moving together in the long-run according to the observed supWald test statistic. Finally,
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Makatjane, Katleho, Ntebogang Moroke, and Diteboho Xaba. "Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate." Journal of Economics and Behavioral Studies 9, no. 3 (2017): 163. http://dx.doi.org/10.22610/jebs.v9i3.1755.

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The current study investigated a cointegration and nonlinear causality relationships between inflation and repo rates of South Africa using the data spanning the period of January 2002 to March 2016. We used a threshold vector error correction model (TVECM) and nonlinear Granger frameworks causality to carry out the analysis. Preliminary analysis of data revealed the expected properties of the data such as nonlinearity, non-stationarity and co-movement of the variables. The two variables confirmed to be moving together in the long-run according to the observed supWald test statistic. Finally,
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Gede Agus Indrawan and Luh Gede Kusuma Dewi. "Analisis Kondisi Pasar Modal Pra Pasca Kenaikan BI 7-Day Repo Rate." Vokasi : Jurnal Riset Akuntansi 12, no. 2 (2023): 1–10. http://dx.doi.org/10.23887/vjra.v12i2.60052.

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Penelitian ini bertujuan untuk mengetahui kondisi pasar modal pra pasca kenaikan BI 7-Day (Reverse) Repo Rate dilihat dari perbedaan rata-rata trading frequency, market capitalization, abnormal return, dan trading volume activity sebelum dan sesudah peristiwa pada perusahaan sektor properti dan real estate di BEI. Penelitian ini dilakukan dengan menggunakan metode event-study untuk menilai reaksi pasar modal. Jenis data yang digunakan dalam penelitian ini adalah data sekunder dengan teknik pengumpulan data menggunakan metode dokumentasi. Penentuan sampel dalam penelitian ini dilakukan dengan m
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Anil, Raj D., and N. Ajithkumar. "Is the Monetary Policy Transmission to Bank Lending Rates in India Efficient? A Comparison between Public Sector Banks' (PSBs) Median Benchmark Interest Rates and Repo Rate during 2011-2017." Shanlax International Journal of Economics 6, no. 3 (2018): 22–28. https://doi.org/10.5281/zenodo.1299661.

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With the opening up of Indian financial markets and with global economic forces comes into play, there is much deviation in Reserve Bank of India's (The Central Bank) monetary policy frame-work. Since the implementation of Liquidity Adjustment Facility, monetary policy in India has undergone a significant shift. The conventional monetary policy of controlling CRR and SLR has given way to concepts like Repo and Reverse Repo. But how these policy rates can evoke the desired action from Banks so as to effectively transmit the policy rates to bank lending? An empirical study of the rate pass-t
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Kumar M, Dr Kiran, Vaibhav Chaturvedi, Muktha Nagaraj, and Mohammed Hamdaan. "Analysing the Impact of RBI Repo Rate Adjustments on Inflation Control in India (2010–2023)." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 12 (2024): 1–7. https://doi.org/10.55041/ijsrem39459.

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This paper investigates the relationship between the Reserve Bank of India’s (RBI) repo rate adjustments and inflation, as measured by the Consumer Price Index (CPI), from 2010 to 2023.The repo rate serves as a primary monetary policy tool for the RBI, allowing the central bank to influence economic activity and manage inflation through changes in borrowing costs for commercial banks. Using a combination of descriptive statistics, regression analysis, and scenario-based simulations, this study aims to assess the impact of repo rate changes on inflationary trends in India. The findings reveal a
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Lakayil, Chandran, and Manju Shree. "Repo Rate Hike in the Post-Covid Period and Its Impact on the Lending Rate of Banks In India." Journal of Lifestyle and SDGs Review 4, no. 4 (2024): e03541. http://dx.doi.org/10.47172/2965-730x.sdgsreview.v4.n04.pe03541.

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Introduction: The repo rate is the tool used by the RBI to manage the interest rates and thereby regulate economic growth and inflation. During the COVID-19 pandemic period, the repo rate was reduced to 4% as a support measure to ensure adequate liquidity with the banks and the public in general. However, after the pandemic, the repo rate was increased in quick succession by 250 basis points, lifting it to the level of 6.50%. As and when the policy rate is changed, it is expected that the change in rate is passed through to the market. Taking a cue from the repo rate increase, banks in India h
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Tura-Gawron, Karolina. "The forecasts-based instrument rule and decision making. How closely interlinked? The case of Sweden." Equilibrium 12, no. 2 (2017): 295. http://dx.doi.org/10.24136/eq.v12i2.16.

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Research background: The Central Bank of Sweden declared in years 1999–2006 the implementation of the Svensson’s concept of inflation forecast targeting (IFT). It means that the repo rate decision-making process depends on the inflation fore-casts. The concept evolved from the strict IFT with the decision-making algorithm called ‘the rule of thumb’ to the flexible IFT.Purpose of the article: The aim of the article is to: (1) analyze the influence of the inflation rate and GDP growth rate on the repo rate decisions, (2) analyze the influence of the inflation rate and GDP growth rate forecasts (
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Leshoro, Temitope L. A. "Does the Repurchase Rate Affect Inflation in South Africa? An Empirical Analysis Using an Impulse Response Function." Journal of Economics and Behavioral Studies 6, no. 7 (2014): 524–31. http://dx.doi.org/10.22610/jebs.v6i7.513.

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The repurchase rate (repo rate) is the most common monetary policy instrument that the South African Reserve Bank (SARB) uses to control inflation and endeavours to keep it within the inflation target band of 3% to 6%. This study examines the effect of the repo rate on inflation rate along with other variables using the Impulse-Response Function (IRF) of a Vector Autoregressive (VAR) technique. This study uses quarterly data spanning over the period 1980Q2 to 2013Q3. The response of a shock in repo rate on inflation rate and vice versa is generally positive. The results show that given one sta
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Uma'iyah, Auliya Dwi Faisatun, and Bayu Nurhadi. "Dampak BI 7-day reverse repo rate dan Fed rate terhadap Indeks Saham Syariah Indonesia dengan pendekatan Vector Error Correction Model." Journal of Economics Research and Policy Studies 4, no. 2 (2024): 146–58. http://dx.doi.org/10.53088/jerps.v4i2.874.

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This research aims to determine how the BI 7-Day Reverse Repo Rate and FED Rate variables influence ISSI movements in the short and long term. This research uses a quantitative approach, namely the Vector Error Correction Model. The data used in this research is secondary data. In the short term, the BI 7-Day Reverse Repo Rate does not affect ISSI, while the FED Rate has a negative effect on ISSI. In the long term, the BI 7-Day Reverse Repo Rate has a positive effect, while the FED Rate has a negative effect on ISSI.
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Dissertations / Theses on the topic "Repo rate"

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Zhao, Huimin. "Testing interest rate models for China's repo market /." View abstract or full-text, 2005. http://library.ust.hk/cgi/db/thesis.pl?FINA%202005%20ZHAO.

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Söderström, Hallberg Jacob, and Zixuan Xu. "Repo Rates and Private Consumption in Sweden from 1995-2019 : An analysis of negative repo rates with regards to private consumption." Thesis, Internationella Handelshögskolan, Jönköping University, IHH, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-49063.

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The aim of this thesis is to examine whether repo rates have any impact on private consumption in Sweden. After the financial crisis in 2008, the repo rates in some periods become negative. Whether negative repo rates have impact on private consumption is an additional analysis in the thesis. In the theoretical framework the IS-LM model and some explicit hypothesis are derived. In the empirical part, data for repo rate, income, inflation and saving in Sweden are collected from 1995 to 2019 with a time unit of quarterly data. With the collected data one multiple linear regression is estimated a
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Olsson, Sanna, and Gustaf Jungnelius. "The impact of Sweden ́s Negative Repo Rate on FDI : A quantitative analysis of how Sweden’s monetary policy has affected foreign direct investments." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-46242.

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Sweden’s central bank implemented a negative interest rate policy (NIRP) in 2015, one year after adopting a zero-interest rate policy. Due to the monetary policy’s untested framework,experts are divided on the effectiveness of such a policy as well as its fortitude when faced with an economic recession. The lack of research on how the interest rate affects various economic metrics has left ample room for analysis and discussion on the subject. The aim ofthis thesis is to analyze how Sweden’s monetary policy has affected the flow of foreign directinvestments (FDI). Specifically, the paper will
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Bjerknesli, Christoffer. "Effectiveness of monetary policies : A study of the Swedish repo rate between 1994 and 2019." Thesis, Högskolan Dalarna, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:du-34375.

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The repo rate, which is the key interest rate, set by the central banks has been declining for many years and hitting zero in Sweden in late 2014. We analyse the effectiveness on the economy from a change in the repo rate, comparing two time periods with high and low repo rate environments. We use quarterly data on GDP and its components, between 1994 and 2019. For analysing the effectiveness, we use multiple Auto Regressive Distributed Lag (ARDL) modelling to compute a total of 12 models. In our findings, we saw that the effectiveness of a change in repo rate has been increased in the low rep
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Stockel, Jakob. "Time series analysis of repo rates and mortgagecaps eect on house price index." Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147373.

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Price trends on the Swedish housing market has risen sharply in recent decades and is at the moment up to the highest price level ever. The sharp price movements have opened up for discussion about a possible housing bubble. To prevent this the Riksbank can change the repo rate, which in turn aects the lenders' lending rates. Finansinspektionen introduced in autumn 2010, a mortgage cap which means that the house will be mortgaged to a maximum of 85 percent of its market value. The purpose of this was to cool the housing market and prevent the unsustainable development of household debt. The pu
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Veskoukis, Andreas, and Anna Willman. "Is Swedish monetary policy current or forward-looking? : A study using Taylor rules to explain the setting of the repo rate." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-375913.

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The purpose of this paper is to examine how a current-looking Taylor rule explains the setting of the repo rate by the Riksbank between 1995-2018 vis-à-vis a forward-looking Taylor rule. Furthermore, we investigate whether the explanatory power of these rules change after the financial crisis. The implied Taylor rates are calculated using our own estimates of the natural rate of interest. These rates are then plotted on a graph creating a span of uncertainty in which the repo rate can be set between. Finally, we regress the repo rate on the Taylor rates. In this way, we examine which rule is m
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Svanholm, Daniel, and Jennifer Persson. "Debt availability : The impact of repo-rate policy on household borrowing in Sweden: A study of the relationship between the nominal interest rate and the availability of debt for Swedish households." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-34358.

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Households availability to accrue debt remains a major factor affecting both consumption and savings on an aggregate level. The financial crises at the end of 2007 echoed through the Atlantic ocean and hit the European economies, wrecking havoc as it went. Both nominal and real interest rates plummeted as centrals banks tried to conduct damage control in their respective regions. With some nominal interest rates falling past the zero lower bound and inflation hovering around zero percentage points. The recovery of American and European economies is still ongoing but this process is largely dep
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Zeynali, Mohammad Ebrahim. "Effect of catalyst pore size on styrene production rate." Diffusion fundamentals 13 (2010) 2, S. 1-18, 2010. https://ul.qucosa.de/id/qucosa%3A13861.

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In this study the diffusion coefficients for reaction components were determined for unimodal and bimodal pore size distribution and assuming transitional diffusion regime using a more realistic, Stewart-Johnson, method. It was found that determination of diffusion coefficient using the average pore size results in underestimated values. A comparison was made between the effects of unimodal and bimodal pore size distribution on diffusion coefficients. The governing differential equation for a single pellet for styrene production was solved by orthogonal collocation method. The effectiveness fa
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Borén, Christofer, and Felix Ewert. "Assessing the Effect of the Riksbank Repo Rate on National Output and Price Level in Sweden : Focusing on Employment and Housing Prices." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228969.

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There is no single commonly adapted model that explains the influence that various monetary policy instruments carry for the economy. During 2011-2017, the Swedish inflation rate has remained below the 2 percent target which has led the Riksbank to take measures aimed at stimulating the inflation. As of May 2018, the repo rate has experienced a number of decreases and is now at 􀀀0:50% which represents an unprecedentedly low level. With the inflation rate remaining below the target whilst the housing market has experienced substantial growth and recent decline, the question arises regarding wha
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Ramatlo, Tshegofatso. "Monetary policy and the stock market in South Africa: how do South African equity prices respond to expected and unexpected changes in the repo rate?" Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/30975.

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This analyses the impact of unexpected changes in monetary policy on the South African equity market over the period 2005 -2018. In an attempt to understand this relationship, two main views have emerged. The wealth effect suggests that monetary policy changes have an indirect effect on the stock market, via changes in the value of private portfolios. On the other hand, it has been argued that the stock market is an independent source of macroeconomic volatility to which policy makers may wish to consider. This paper applies an event study approach to examine the stock market reaction to monet
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Books on the topic "Repo rate"

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Lynn, Taylor R., Washoe County (Nev ), and Geological Survey (U.S.), eds. Reaeration-rate coefficients for two reaches on the Truckee River downstream from Reno, Nevada, 1999. U.S. Dept. of the Interior, U.S. Geological Survey, 2000.

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Lynn, Taylor R., Washoe County (Nev ), and Geological Survey (U.S.), eds. Reaeration-rate coefficients for two reaches on the Truckee River downstream from Reno, Nevada, 1999. U.S. Dept. of the Interior, U.S. Geological Survey, 2000.

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Lynn, Taylor R., Washoe County (Nev ), and Geological Survey (U.S.), eds. Reaeration-rate coefficients for two reaches on the Truckee River downstream from Reno, Nevada, 1999. U.S. Dept. of the Interior, U.S. Geological Survey, 2000.

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Lynn, Taylor R., Washoe County (Nev ), and Geological Survey (U.S.), eds. Reaeration-rate coefficients for two reaches on the Truckee River downstream from Reno, Nevada, 1999. U.S. Dept. of the Interior, U.S. Geological Survey, 2000.

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Lynn, Taylor R., Washoe County (Nev ), and Geological Survey (U.S.), eds. Reaeration-rate coefficients for two reaches on the Truckee River downstream from Reno, Nevada, 1999. U.S. Dept. of the Interior, U.S. Geological Survey, 2000.

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Lynn, Taylor R., Washoe County (Nev ), and Geological Survey (U.S.), eds. Reaeration-rate coefficients for two reaches on the Truckee River downstream from Reno, Nevada, 1999. U.S. Dept. of the Interior, U.S. Geological Survey, 2000.

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1959-, Peacock Anthony A., ed. Affirmative action and representation: Shaw v. Reno and the future of voting rights. Carolina Academic Press, 1997.

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Book, Repo Running Log. Running Log Book - Eat Sleep Repo Repeat Saying Repo AgenFamily: Repo, Daily and Weekly Run Planner to Improve Your Runs, Track Distance, Time, Speed, Weather, Calories and Heart Rate, Day by Day Log for Runner and Jogger,Agenda. Independently Published, 2021.

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Cheng, Kevin C. Var Analysis of Kenya's Monetary Policy Transmission Mechanism: How Does the Central Bank's Repo Rate Affect the Economy? International Monetary Fund, 2006.

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Cheng, Kevin C. Var Analysis of Kenya's Monetary Policy Transmission Mechanism: How Does the Central Bank's Repo Rate Affect the Economy? International Monetary Fund, 2006.

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Book chapters on the topic "Repo rate"

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Kienitz, Jörg. "Markets and Products — Deposits, Bonds, Futures, Repo." In Interest Rate Derivatives Explained. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137360076_4.

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Alexander, Rhoda, and Husam Aldin Al-Malkawi. "The Impact of Macroeconomic Factors on the Nifty Auto Index." In Lecture Notes in Civil Engineering. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-27462-6_2.

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AbstractThe aim of the paper is to investigate the association between selected macroeconomic variables like crude price, exchange rate, index of industrial production, inflation, interest rate, repo rate, gold price and the auto index of the National Stock Exchange (NSE) of India during a time when the automotive sector in India witnessed the sharpest dip in sales. The study adopts Autoregressive Distributed Lag (ARDL) co-integration approach and performs suitable diagnostic tests. Results indicate that, exchange rate has a significant negative relationship with Nifty auto index in the long r
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Ndou, Eliphas, and Nombulelo Gumata. "Asymmetric Effects of the Repo Rate and Inflation Rate Shocks on Economic Growth." In Inflation Dynamics in South Africa. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-46702-3_23.

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Gumata, Nombulelo, and Eliphas Ndou. "Tax Revenue Shocks Effects on The Repo Rate and Inflation." In Labour Market and Fiscal Policy Adjustments to Shocks. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-66520-7_31.

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Ndou, Eliphas, and Nombulelo Gumata. "Negative Terms-of-Trade Shock, the Real Effective Exchange Rate and Repo Rate Adjustments." In Inflation Dynamics in South Africa. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-46702-3_10.

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Ndou, Eliphas, Nombulelo Gumata, and Mthokozisi Mncedisi Tshuma. "Is There Evidence of Rigidity in the Corporate Lending Rate Adjustment Following Repo Rate Changes?" In Exchange Rate, Second Round Effects and Inflation Processes. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-13932-2_25.

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Ndou, Eliphas, and Nombulelo Gumata. "GDP Growth Threshold and Non-linear Effects of Repo Rate Shocks." In Inflation Dynamics in South Africa. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-46702-3_22.

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Ndou, Eliphas, Nombulelo Gumata, and Mthokozisi Mncedisi Tshuma. "Does Consumption Growth Respond Asymmetrically to Positive and Negative Repo Rate Changes?" In Exchange Rate, Second Round Effects and Inflation Processes. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-13932-2_28.

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Ndou, Eliphas, Nombulelo Gumata, and Mthokozisi Mncedisi Tshuma. "Is There Evidence of Asymmetries in the Adjustment of the Lending Rate Responses to Repo Rate Changes?" In Exchange Rate, Second Round Effects and Inflation Processes. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-13932-2_24.

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Ndou, Eliphas, and Thabo Mokoena. "Does Economic Policy Uncertainty Impact the Pass-Through of the Repo Rate to the Bank Lending Rates?" In Inequality, Output-Inflation Trade-Off and Economic Policy Uncertainty. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-19803-9_30.

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Conference papers on the topic "Repo rate"

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Wolford, Matthew F., and Matthew C. Myers. "Lessons learned and ongoing research at Electra: a rep-rate excimer laser facility." In Optical Technologies for Inertial Fusion Energy, edited by Stavros G. Demos and Carmen S. Menoni. SPIE, 2025. https://doi.org/10.1117/12.3041918.

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Cohen, Isaac J., Jonathan Walker, Daniel Harthan, et al. "Design and Operation of a High Rep-Rate, Solid-State Switched, Bipolar Spiral Generator." In 2024 IEEE International Power Modulator and High Voltage Conference (IPMHVC). IEEE, 2024. https://doi.org/10.1109/ipmhvc55105.2024.11002841.

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Fatema, Saleha, Nathan P. O’Malley, Kaiyi Wu, et al. "Vernier Microcombs towards RF-to-Optical links." In CLEO: Science and Innovations. Optica Publishing Group, 2024. http://dx.doi.org/10.1364/cleo_si.2024.sf1p.6.

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We use the Vernier dual-comb method to separately detect and stabilize the ~ THz rep rate and ~100 GHz carrier envelope offset frequency of an octave spanning Kerr comb - both outside the bandwidth of conventional electronics.
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Nagymihály, Roland S., Viktor Pajer, Levente Lehotai, et al. "Development status of the petawatt laser of ELI ALPS." In Advanced Solid State Lasers. Optica Publishing Group, 2024. https://doi.org/10.1364/assl.2024.jw2a.10.

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We investigate high rep-rate operation and spatio-spectral challenges in the petawatt laser of ELI ALPS. User readiness, next steps and potential issues of development towards the final 2 PW 17 fs output are also discussed.
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He, Qizhi. "Value at risk for repo interest rate based on TGARCH." In 2008 IEEE International Conference on Service Operations and Logistics, and Informatics (SOLI). IEEE, 2008. http://dx.doi.org/10.1109/soli.2008.4686433.

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Long-Zhen Fan. "Modelling risk premium of repo interest rate in the SSE." In Proceedings of 2005 International Conference on Machine Learning and Cybernetics. IEEE, 2005. http://dx.doi.org/10.1109/icmlc.2005.1527541.

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Lin, Yiwu, and Liping Shen. "Supervised Prediction of China's Seven-Day Interbank Pledged Repo Rate." In the 2018 International Conference. ACM Press, 2018. http://dx.doi.org/10.1145/3194452.3194462.

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He, Qi-Zhi. "Dynamic Research for Term Structure of Repo Interest Rate Based on TGARCH." In 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM). IEEE, 2008. http://dx.doi.org/10.1109/wicom.2008.2329.

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Ranade, Madhura, and Harshita Unnarkar. "The impact of repo rate on economic indicators: A study on India." In INTERNATIONAL CONFERENCE ON SUSTAINABLE MATERIALS SCIENCE, STRUCTURES, AND MANUFACTURING. AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0168201.

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Wahono, Sugeng, and Chandra Hermajiwandini. "Determination of The BI 7-Day Repo Rate, Inflation, and S&P 500 on the Energy Sector Stock Index (IDX Energy) in 2021-2023." In Proceedings of the 7th International Seminar on Business, Economics, Social Science, and Technology, ISBEST 2024, 19 September 2024, South Tangerang, Indonesia. EAI, 2025. https://doi.org/10.4108/eai.19-9-2024.2354213.

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Reports on the topic "Repo rate"

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Leão, Emanuel, and Pedro Leão. Modelling The Central Bank Repo Rate In a Dynamic General Equilibrium Framework. DINÂMIA'CET-IUL, 2005. http://dx.doi.org/10.7749/dinamiacet-iul.wp.2005.42.

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2

Bristow, Laurence. Modelling Reserve Demand with Deposits and the Cost of Collateral. Reserve Bank of Australia, 2024. http://dx.doi.org/10.47688/rdp2024-08.

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The RBA controls short-term interest rates by offering to lend as many reserves as banks demand at a rate close to its target for monetary policy. At this rate, banks' demand drives the amount of reserves the RBA supplies and subsequently the size of its balance sheet. I estimate a substantial increase in Australian banks' reserve demand since the COVID-19 pandemic. I find an increase in banking system deposits explains a large part of the increase in reserve demand through an associated shift to the right in Australian banks' reserve demand curve. The link between deposits and reserve demand
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Cañón, Carlos, Jorge Florez-Acosta, and Karoll Gómez. The effects of two-way lending between financial conglomerates in the repo market. Banco de la República, 2023. http://dx.doi.org/10.32468/be.1246.

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We examine how market structure, market power, and systemic risk respond to close and intense lending relationships between financial conglomerates (FCs) in non-centrally cleared bilateral repo. Using transaction-level data from Mexico, we document persistent and stable funding relationships between FC-affiliated banks and funds with two distinctive features: first, funding transactions are two-way, that is, a given pair of rival FCs provide lending to one another on the same day; second, two-way transactions are executed at lower average rates than one-way transactions. We show that two-way l
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4

Cook, E. Improving Switching Performance of Power MOSFETs Used in High Rep-Rate, Short Pulse, High-Power Pulsers. Office of Scientific and Technical Information (OSTI), 2006. http://dx.doi.org/10.2172/896001.

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Hao, Hongjuan, Li Feng, Lifei Dong, Wei Zhang, and XiaoLi Zhao. Reproductive outcomes of ectopic pregnancy with conservative and surgical treatment. INPLASY - International Platform of Registered Systematic Review and Meta-analysis Protocols, 2023. http://dx.doi.org/10.37766/inplasy2023.2.0032.

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Review question / Objective: The objective of this study was to investigate the natural pregnancy outcomes(IUP,REP) of ectopic pregnancy patients by comparing MTX versus surgery, MTX versus salpingostomy, MTX versus salpingectomy, salpingostomy versus salpingectomy, MTX versus expectant treatment. Condition being studied: Ectopic pregnancy(EP) remains one of the most common gynecological emergencies and a leading cause of maternal death in early pregnancy, Increase infertility and repeat ectopic pregnancy. Surgical treatment is considered the gold standard treatment, but with advances in early
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Bruce. L52059 Evaluation of Grouted Tee Connections for Thin-Walled Pipe. Pipeline Research Council International, Inc. (PRCI), 2006. http://dx.doi.org/10.55274/r0010250.

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There are a number of applications where the attachment of hot tap fittings to in-service pipelines by welding is difficult, if not impossible. These applications include very thin-wall pipelines, older carbon steel pipelines with very high carbon equivalent values, pipelines made of high-alloy materials, sub-sea pipelines, etc. There are two primary concerns with welding onto in-service pipelines and piping systems. The first concern is for welder safety during welding, since there is a risk of burnthrough, where the welding arc causes the pipe wall to be penetrated allowing the contents to e
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Donnelly, Alan, and Caroline Heaton. A Process and Impact Evaluation of a University’s Module Evaluation Questionnaire (MEQ). Sheffield Hallam University, 2021. http://dx.doi.org/10.7190/steer/meq_evaluation.

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In 2020/21, a review was commissioned by Sheffield Hallam University’s Leadership Team into the Module Evaluation Questionnaire (MEQ) to find out what difference it was making and how the data was being used. A range of evidence was gathered and drawn upon for this mixed-methods evaluation, including: online focus groups and interviews with 60 module leaders across three colleges; an online reflective activity with teaching and learning (T&L) portfolio leads from 10 departments; interviews with 19 student course representatives; monitoring data and other evidence; and findings from literat
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Financial Markets Report - Second Quarter 2023. Banco de la República, 2024. http://dx.doi.org/10.32468/rmf.eng2-trim.2023.

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Throughout the second quarter of the year, high inflation levels continued to ease, benefiting both the local public debt and that of counterparts in the region (Brazil, Mexico, Chile, and Peru). Conversely, amid stronger-than-anticipated economic activity in developed economies and expectations of a more contractionary monetary policy path, public debt in these countries depreciated. Riskier assets were favored by an increase in risk appetite. Global inflationary pressures remain high, although showing a downward trend, while economic activity demonstrated greater resilience than expected. Ma
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Financial Stability Report - Second Semester of 2020. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2020.

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The Colombian financial system has not suffered major structural disruptions during these months of deep economic contraction and has continued to carry out its basic functions as usual, thus facilitating the economy's response to extreme conditions. This is the result of the soundness of financial institutions at the beginning of the crisis, which was reflected in high liquidity and capital adequacy indicators as well as in the timely response of various authorities. Banco de la República lowered its policy interest rates 250 points to 1.75%, the lowest level since the creation of the new ind
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