Special Repo Rates

Author:

DUFFIE DARRELL

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference41 articles.

1. Liquidity, maturity, and the yields on U.S. government securities;Amihud;Journal of Finance,1991

2. Le role des valeurs boursières pour la repartition la meillure des risques;Arrow;Review of Economic Studies,1953

3. Auctions of divisible goods: On the rationale for the treasury experiment;Back;Review of Financial Studies,1993

4. Barone , S. S. Risa 1994 Valuation of floaters and options on floaters under special repo rates, Working paper, Instituto Mobilare Italiano, Rome

5. Beim , D. 1992 Estimating bond liquidity, Working paper, Columbia University

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