The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors-Reference-Cited by-同舟云学术

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The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

D'Amico Stefania,Fan Roger,Kitsul Yuriy

Publisher

Elsevier BV

Reference59 articles.

1. Repo and securities lending;Tobias Adrian;Staff Report,2011

2. No-arbitrage restrictions and the U.S. Treasury market;Andrea Ajello;Economic Perspectives

3. The cost of short-selling liquid securities;Snehal Banerjee;Journal of Finance,2013

4. Collateral values by asset class: Evidence from primary securities dealers;Leonardo Bartolini;Review of Financial Studies,2011

5. Price discovery in the U.S. Treasury market: The impact of orderflow and liquidity on the yield curve;Michael W Brandt;Journal of Finance,2004

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Market Microstructure of Central Bank Bond Purchases;Journal of Financial and Quantitative Analysis;2018-10-11

2. Government of Canada Securities in the Cash, Repo and Securities Lending Markets;SSRN Electronic Journal;2018

3. Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market;SSRN Electronic Journal;2017

4. MBS Liquidity: Drivers and Risk Premiums;SSRN Electronic Journal;2014

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