Beyond segmentation : the case of China's repo markets
Year of publication: |
2007
|
---|---|
Authors: | Fan, Longzhen ; Zhang, Chu |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 3, p. 939-954
|
Subject: | Repo-Geschäft | Repo transactions | Marktsegmentierung | Market segmentation | Geldmarkt | Money market | Zins | Interest rate | Volatilität | Volatility | China |
-
Dissecting the segmentation of China's repo markets
Xu, Xiaoqing Eleanor, (2021)
-
Dissecting the Segmentation of China’s Repo Markets
Xu, Xiaoqing Eleanor, (2021)
-
Testing continuous-time interest rate model for Chinese repo market
Zhao, Huimin, (2015)
- More ...
-
The Chinese interbank repo market : an analysis of term premiums
Fan, Longzhen, (2006)
-
An empirical evaluation of China's monetary policies
Fan, Longzhen, (2011)
-
Why are excess returns on China’s Treasury bonds so predictable? : the role of the monetary system
Fan, Longzhen, (2012)
- More ...