The Chinese interbank repo market : an analysis of term premiums
Year of publication: |
2006
|
---|---|
Authors: | Fan, Longzhen ; Zhang, Chu |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 2, p. 153-167
|
Subject: | Repo-Geschäft | Repo transactions | Geldmarkt | Money market | Zinsstruktur | Yield curve | China |
-
Testing continuous-time interest rate model for Chinese repo market
Zhao, Huimin, (2015)
-
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen, (2023)
-
The scarcity effect of quantitative easing on repo rates : evidence from the euro area
Arrata, William, (2018)
- More ...
-
Beyond segmentation : the case of China's repo markets
Fan, Longzhen, (2007)
-
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 ...