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The scarcity value of treasury collateral : repo-market effects of security-specific supply and demand factors
D'Amico, Stefania
;
Fan, Roger
;
Kitsul, Yuriy
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 2103-2129
Persistent link: https://www.econbiz.de/10011959074
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International yield spillovers
Kim, Don H.
;
Ochoa, Marcelo
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
8
,
pp. 3613-3643
Persistent link: https://www.econbiz.de/10014465434
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