Liquidity risk and specialness

Journal of Financial Economics

Volumn 64, Issue 2, 2002, Pages 243-284

  Buraschi, Andrea ^a   Menini, Davide ^a,b  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

^b Morgan Stanley ^*  (United Kingdom)

Author keywords

Expectation hypothesis; Liquidity risk; Repo contracts; Special repo rate; Treasury auctions; Treasury bonds

Indexed keywords

EID: 0036091109     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(02)00077-6     Document Type: Article

References (28)

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