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Beyond segmentation: The case of China’s repo markets · Study

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ArticleBeyond segmentation: The case of China’s repo markets

Longzhen Fan2006

Article2006

Beyond segmentation: The case of China’s repo markets

Longzhen Fan · Chu Zhang

35 citations·0/0 files stored·Journal of Banking & Finance

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Banking stability, regulation, efficiency Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model 1996Special Repo Rates 1997Special Repo Rates: An Empirical Analysis 2000The term structure of very short-term rates: New evidence for the expectations hypothesis 2002Liquidity risk and specialness 1991Segmentation in the Treasury Bill Market: Evidence from Cash Management Bills 1983Market Segmentation and the Term Structure of Municipal Yields 2005The Repurchase Agreement Refined: GCF Repo

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2009Modeling the dynamics of Chinese spot interest rates 2009China’s official rates and bond yields 2023Monetary policy transmission in China: dual shocks with dual bond markets 2013Monetary Policy and Bank Lending in China Evidence from Loan-Level Data

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Year2006

Typearticle

Published2006-10-19

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations35

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.jbankfin.2006.06.014

openalex_workW2010714135

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