Repo rate patterns for new Treasury notes
Frank M. Keane
Current Issues in Economics and Finance, 1996, issue sep
Despite the enormous popularity of the market for repurchase agreements, the behavior of interest rates on \\"repo\\" transactions is not well understood. An analysis of new data for 1992-95 reveals that repo rates on recently issued Treasury notes rise and fall in a regular pattern as the Treasury auction cycle progresses.
Keywords: Government securities; Treasury notes (search for similar items in EconPapers)
References: View complete reference list from CitEc
Citations: View citations in EconPapers (17) Track citations by RSS feed
Downloads: (external link)
https://www.newyorkfed.org/medialibrary/media/rese ... t_issues/ci2-10.html (text/html)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:fip:fednci:y:1996:i:sep:n:v.2no.10
Ordering information: This journal article can be ordered from
Access Statistics for this article
More articles in Current Issues in Economics and Finance from Federal Reserve Bank of New York Contact information at EDIRC.
Bibliographic data for series maintained by Amy Farber ().