Beyond segmentation: The case of China's repo markets
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References listed on IDEAS
- Kidwell, David S & Koch, Timothy W, 1983. "Market Segmentation and the Term Structure of Municipal Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(1), pages 40-55, February.
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- Jordan, Bradford D & Jordan, Susan D, 1997. "Special Repo Rates: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 52(5), pages 2051-2072, December.
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- Buraschi, Andrea & Menini, Davide, 2002. "Liquidity risk and specialness," Journal of Financial Economics, Elsevier, vol. 64(2), pages 243-284, May.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alicia Garcia-Herrero & Eric Girardin, 2013. "China's Monetary Policy Communication: Money Markets not only Listen, They also Understand," Working Papers 022013, Hong Kong Institute for Monetary Research.
- He, Dong & Wang, Honglin, 2012.
"Dual-track interest rates and the conduct of monetary policy in China,"
China Economic Review, Elsevier, vol. 23(4), pages 928-947.
- He, Dong & Wang, Honglin, 2011. "Dual-track interest rates and the conduct of monetary policy in China," BOFIT Discussion Papers 21/2011, Bank of Finland, Institute for Economies in Transition.
- Dong He & Honglin Wang, 2011. "Dual-Track Interest Rates and the Conduct of Monetary Policy in China," Working Papers 212011, Hong Kong Institute for Monetary Research.
- Ewerhart, Christian & Tapking, Jens, 2008. "Repo markets, counterparty risk and the 2007/2008 liquidity crisis," Working Paper Series 909, European Central Bank.
- repec:wyi:journl:002118 is not listed on IDEAS
- Jin, Xiaoye, 2015. "Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 340-353.
- Makram El-Shagi & Lunan Jiang, 2017. "China Monetary Policy Transmission in China: Dual Shocks with Dual Bond Markets," CFDS Discussion Paper Series 2017/2, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Li, Shaoyu & Zhang, Teng & Li, Yingxiang, 2019. "Flight-to-liquidity: Evidence from China's stock market," Emerging Markets Review, Elsevier, vol. 38(C), pages 159-181.
- Lu, Ruoxi & Bessler, David A. & Leatham, David J., 2018.
"The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 110-126.
- Ruoxi Lu & David A. Bessler & David J. Leatham, 2018. "The transmission of liquidity shocks via China's segmented money market: evidence from recent market events," Papers 1811.08949, arXiv.org.
- Li, Shaoyu & Zheng, Tingguo, 2017. "Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 200-221.
- Joyce Hsieh & Chien-Chung Nieh, 2010. "An overview of Asian equity markets," Asian-Pacific Economic Literature, Asia Pacific School of Economics and Government, The Australian National University, vol. 24(2), pages 19-51, November.
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