A Study of the Spread between the Longer Dated Bond Repo and Reverse Rates in Taiwan.
碩士 === 淡江大學 === 國際貿易學系國際企業學碩士班 === 93 === This article attempts to uncover the behavior and the function of the spread between the repo rates and reverse repo rates on bond transactions in Taiwan’s money market. Using 252 daily data covering the period between August 11, 2003 and August 10, 2004, th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65793648295593286005 |