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The Scarcity Value of Treasury Collateral: Repo-Market Effects of Security-Specific Supply and Demand Factors
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 53 / Issue 5 / October 2018
- Published online by Cambridge University Press:
- 08 October 2018, pp. 2103-2129
- Print publication:
- October 2018
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- Article
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