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Explaining Settlement Fails

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References

1996Special Repo Rates461 cited
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1989The Mispricing of U.S. Treasury Bonds: A Case Study88 cited
1996Fixed Income Analytics59 cited
2000Financial Market Implications of the Federal Debt Paydown58 cited
2002When the Back Office Moved to the Front Burner: Settlement Fails in the Treasury Market after 9/1152 cited
2002Special Repo Rates: An Introduction41 cited
1996Repo Rate Patterns for New Treasury Notes35 cited
2004A Model of the Convenience Yields in On-the-Run Treasuries34 cited

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2015Notes on Bonds: Liquidity at All Costs in the Great Recession32 cited
2012Arbitrage, Liquidity and Exit: The Repo and Federal Funds Markets Before, During, and Emerging from the Financial Crisis14 cited

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