Expected repo specialness costs and the Treasury auction cycle
By: by Frank Keane
Contributors: Federal Reserve Bank of New York
Series: Research paper -- no. 9504; Research paper (Federal Reserve Bank of New York) -- no. 9504
Publisher: Federal Reserve Bank of New York
Published: 1995
Place of publication: New York, N.Y
Language: eng
Number of pages: 11
Subjects: Repurchase agreements; Mathematical models
Notes: "March 1995."

Includes bibliographical references (p. 11).