Graduate School of Business, Stanford University. I am grateful for funding from The Catalyst Institute (formerly known as The Midamerica Institute) and for discussions with and comments from Emilio Barone, Sushil Bikhchandani, Fischer Black, Ken Durrett, Elizabeth Glaeser, Ayman Hindy, Chi-fu Huang, Ming Huang, Charlie Jacklin, Ravi Jagannathan, Koichiro Kamada, Rui Kan, Allan Kleidon, Paul Knapp, Joseph Langsam, Bob Litterman, George Oldfield, Paul Pfleiderer, Vince Reinhart, Scott Richard, Rishin Roy, David Runkle, Myron Scholes, David Simon, and Paul Spindt; and especially for extensive comments from David Beim, Mark Fisher, Koichiro Kamada, Roger Kormendi, Stephen Lumpkin, Eduardo Schwartz, René Stulz, and Tom Wipf. This article has been presented at the Federal Reserve Bank of Atlanta Conference, The University of Minnesota, The University of California at Los Angeles, Columbia University, Goldman Sachs, Tulane University, The University of Indiana, The Midamerica Institute's Conference on Treasury Markets, The California Institute of Technology, The Bank of Japan, Tokyo University, Morgan-Stanley and Company, and at the annual meetings of the ORSA-TIMS and of the American Finance Association. I also thank Robert Ashcroft, Ming Huang, and Michelle Dick for research assistance, and Suzanne Hammond of Catalyst Institute for assistance in obtaining data. My biggest debt is to Mark Fisher, for many useful and stimulating discussions that have heavily influenced this article.
Special Repo Rates
Version of Record online: 30 APR 2012
© 1996 the American Finance Association
The Journal of Finance
Volume 51, Issue 2, pages 493–526, June 1996
How to Cite
DUFFIE, D. (1996), Special Repo Rates. The Journal of Finance, 51: 493–526. doi: 10.1111/j.1540-6261.1996.tb02692.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!