Repo rate patterns for new Treasury notes

Despite the enormous popularity of the market for repurchase agreements, the behavior of interest rates on "repo" 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:	1996
Authors:	Keane, Frank
Published in:	Current Issues in Economics and Finance. - Federal Reserve Bank of New York. - Vol. 2.1996, Sep, 10
Publisher:	Federal Reserve Bank of New York
Subject:	Government securities \| Treasury notes

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Extent:	text/html application/pdf
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005717159