Intermediary balance sheets and the treasury yield curve-Reference-Cited by-同舟云学术

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Intermediary balance sheets and the treasury yield curve

Published:2023-12 Issue:3 Volume:150 Page:103722
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Du Wenxin,Hébert Benjamin,Li Wenhao

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference46 articles.

1. Efficiency, equilibrium, and asset pricing with risk of default;Alvarez;Econometrica,2000

2. Benchmark interest rates when the government is risky;Augustin;J. Financ. Econ.,2021

3. Barth, D., Kahn, R.J., 2021. Hedge funds and the treasury cash-futures disconnect, OFR WP, pp. 21–01.

4. Incentive constrained risk sharing, segmentation, and asset pricing;Biais;Am. Econ. Rev.,2021

5. Bank-intermediated arbitrage;Boyarchenko,2018

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. How do Treasury dealers manage their positions?;Journal of Financial Economics;2024-08

2. Treasury Richness;The Journal of Finance;2024-07-16

3. The pricing of U.S. Treasury floating rate notes;Journal of Financial Economics;2024-05

4. The U.S. Public Debt Valuation Puzzle;Econometrica;2024

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