The Japanese Repo Market: Theory and Evidence
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References listed on IDEAS
- 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.
- Buraschi, Andrea & Menini, Davide, 2002. "Liquidity risk and specialness," Journal of Financial Economics, Elsevier, vol. 64(2), pages 243-284, May.
- McCulloch, J Huston, 1975. "The Tax-Adjusted Yield Curve," Journal of Finance, American Finance Association, vol. 30(3), pages 811-830, June.
- N/A, 1996. "Note:," Foreign Trade Review, , vol. 31(1-2), pages 1-1, January.
- Duffie, Darrell, 1996. " Special Repo Rates," Journal of Finance, American Finance Association, vol. 51(2), pages 493-526, June.
- Frank M. Keane, 1996. "Repo rate patterns for new Treasury notes," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 2(Sep).
- Mark D. Griffiths & Drew B. Winters, 1997. "The Effect of Federal Reserve Accounting Rules on the Equilibrium Level of Overnight Repo Rates," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(6), pages 815-832.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ewerhart, Christian & Tapking, Jens, 2008. "Repo markets, counterparty risk and the 2007/2008 liquidity crisis," Working Paper Series 909, European Central Bank.
- Fukunaga, Ichiro & Kato, Naoya, 2016.
"Japanese repo and call markets before, during, and emerging from the financial crisis,"
Journal of the Japanese and International Economies,
Elsevier, vol. 39(C), pages 17-34.
- Ichiro Fukunaga & Naoya Kato, 2014. "Japanese Repo and Call Markets Before, During, and Emerging from the Financial Crisis," IMES Discussion Paper Series 14-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
- Nagano, Teppei & Baba, Naohiko, 2008. "Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan," Working Paper Series 980, European Central Bank.
More about this item
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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