Griffiths, Mark D.; Kotomin, Vladimir; Winters, Drew B. - In: Journal of International Financial Markets, … 19 (2009) 5, pp. 803-817
Griffiths and Winters [Griffiths, M., Winters, D., 1997. On a preferred habitat for liquidity at the turn-of-the-year: evidence from the term-repo market, Journal of Financial Services Research 12, 21-38] find a year-end preferred habitat for liquidity for US repo rates, and, later [Griffiths,...