Diminishing treasury convenience premiums : effects of dealers' excess demand and balance sheet constraints
Year of publication: |
2023
|
---|---|
Authors: | Klingler, Sven ; Sundaresan, Suresh M. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 135.2023, p. 55-69
|
Subject: | Convenience premium | Primary dealers | Risk-free rates | Treasury auctions | OIS | Staatspapier | Government securities | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Auktion | Auction | Theorie | Theory | Börsenmakler | Stockbrokers |
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