A preferred habitat for liquidity in term repos: Before, during and after the financial crisis-Reference-Cited by-同舟云学术

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A preferred habitat for liquidity in term repos: Before, during and after the financial crisis

Published:2018-09 Issue: Volume:99 Page:1-14
ISSN:0148-6195
Container-title:Journal of Economics and Business
language:en
Short-container-title:Journal of Economics and Business

Author:

Baig Ahmed,Winters Drew B.

Publisher

Elsevier BV

Subject

Economics and Econometrics,General Business, Management and Accounting

Reference32 articles.

1. A model of liquidity hoarding and term premia in inter-bank markets;Acharya;Journal of Monetary Economics,2011

2. Bank window dressing: Theory and evidence;Allen;Journal of Banking & Finance,1992

3. The monthly effect in stock returns;Ariel;Journal of Financial Economics,1987

4. The relationship between return and market value of common stocks;Banz;Journal of Financial Economics,1981

5. A tax loss trading rule;Branch;The Journal of Business,1977

Cited by 2 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 search for a new reference rate;Review of Quantitative Finance and Accounting;2021-08-14

2. Month-End Regularities in the Overnight Bank Funding Markets;Journal of Risk and Financial Management;2021-05-03

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