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Flight to safety, intermediation frictions, and US Treasury floating rate note prices
Ahn, Yongkil - In: Finance research letters 60 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014490223
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What drives the TIPS-Treasury bond mispricing?
Ahn, Jungkyu; Ahn, Yongkil - In: Journal of empirical finance 74 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014477130
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Demystifying the US Treasury floating rate note puzzle : a swap market perspective
Ahn, Jungkyu; Ahn, Yongkil - In: Finance research letters 50 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014245417