Who makes on-the-run Treasuries special?

Journal of Financial Intermediation

Volumn 20, Issue 4, 2011, Pages 620-632

  Graveline, Jeremy J ^a   McBrady, Matthew R ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b Silver Creek Capital Management   (United States)

Author keywords

Liquidity; On the run Treasuries; Repo specials; Repurchase agreements; Short selling

Indexed keywords

EID: 81155162515     PISSN: 10429573     EISSN: 10960473     Source Type: Journal    
DOI: 10.1016/j.jfi.2011.04.004     Document Type: Article

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