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Special Repo Rates: An Empirical Analysis
Author(s):
BRADFORD D. JORDAN
,
SUSAN D. JORDAN
Publication date
Created:
December 1997
Publication date
(Print):
December 1997
Journal:
The Journal of Finance
Publisher:
Wiley-Blackwell
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International Journal of Banking and Finance
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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Donald Andrews
(1991)
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On Consistent Estimates of the Spectrum of a Stationary Time Series
Emanuel Parzen
(1957)
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Auctions of Divisible Goods: On the Rationale for the Treasury Experiment
Kerry Back
,
Jaime F. Zender
(1993)
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Author and article information
Journal
Title:
The Journal of Finance
Abbreviated Title:
The Journal of Finance
Publisher:
Wiley-Blackwell
ISSN:
00221082
Publication date Created:
December 1997
Publication date (Print):
December 1997
Volume
: 52
Issue
: 5
Pages
: 2051-2072
Article
DOI:
10.1111/j.1540-6261.1997.tb02750.x
SO-VID:
d9eb7dd5-a37a-4e38-b640-7f78444c7f49
Copyright ©
© 1997
License:
http://doi.wiley.com/10.1002/tdm_license_1.1
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