Repo Patterns for New Treasury Notes

Despite the enormous popularity of the market for repurchase agreements, the behavior of interest rates on quot;repoquot; transactions is not well understood. An analysis of new data for 1992-95 reveals that repo rates on recently issued Treasury notes rise and fall in a regular pattern as the Treasury auction cycle progresses

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Year of publication:	[2007]
Authors:	Keane, Frank M.
Publisher:	[2007]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (6 p)
Series:	Current Issues in Economics and Finance ; Vol. 2, No. 10, September 1996
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1996 erstellt
Other identifiers:	10.2139/ssrn.1000459 [DOI]
Classification:	G12 - Asset Pricing ; G19 - General Financial Markets. Other
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012729674