A Study 0n The Spread between short dated Repo Rates and Reverse Repo Rates in Taiwan
碩士 === 淡江大學 === 國際商學碩士在職專班 === 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, the be...
| 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/83908525708621486370 |