The scarcity value of treasury collateral : repo-market effects of security-specific supply and demand factors
Stefania D’Amico, Roger Fan, and Yuriy Kitsul
| Year of publication: |
October 2018
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| Authors: | D'Amico, Stefania ; Fan, Roger ; Kitsul, Yuriy |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 5, p. 2103-2129
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| Subject: | Treasury bonds | repo contracts | supply-demand factors | liquidity | Large Scale Asset Purchase programs | Treasury auctions | Öffentliche Anleihe | Public bond | Staatspapier | Government securities | Liquidität | Liquidity | Auktion | Auction | Kreditsicherung | Collateral | Repo-Geschäft | Repo transactions |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018000790 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011959074