Beyond segmentation: The case of China’s repo markets

Interest Rate Volatility and the Term Structure: A Two‐Factor General Equilibrium Model

Francis A. Longstaff, Eduardo S. Schwartz · The Journal of Finance · 1992 · 945 citations

Business, Economics, Finance +17

Special Repo Rates

Darrell Duffie · The Journal of Finance · 1996 · 455 citations

Business, Business Economics, Finance +14

The term structure of very short-term rates: New evidence for the expectations hypothesis

Francis A. Longstaff · Journal of Financial Economics · 2000 · 194 citations

Social Sciences, Economics, Finance +8

Special Repo Rates: An Empirical Analysis

Bradford D. Jordan, Susan D. Jordan · The Journal of Finance · 1997 · 189 citations

Business, Economics, Finance +8

Liquidity risk and specialness

Andrea Buraschi, Davide Menini · Journal of Financial Economics · 2002 · 114 citations

Management, Economics, Finance +12