THE ECONOMICS OF TREASURY SECURITIES MARKETS

[11] DUFFIE D, 1992, SPECIAL REPO RATES

[12] FABOZZI F, 1991, HDB FIXED INCOME SEC, P175

[13] FRIEDMAN M, 1960, PROGRAM MONETARY STA, P64

[14] JEGADEESH N, 1993, IN PRESS J FINANCE, V48, P4

[15] KAGEL J, 1992, AUCTIONS SURVEY EXPT

[16] MCAFEE RP, 1987, J ECON LIT, V25, P699

[17] AUCTIONS AND BIDDING - A PRIMER [J]. JOURNAL OF ECONOMIC PERSPECTIVES, 1989, 3 (03) : 3 - 22

[18] THE VALUE OF INFORMATION IN A SEALED-BID AUCTION [J]. JOURNAL OF MATHEMATICAL ECONOMICS, 1982, 10 (01) : 105 - 114

[19] Milgrom Paul R., 1987, ADV EC THEORY, P1

[20] PIRRONG C, 1992, MARKET TREASURY DERI

[11] DUFFIE D, 1992, SPECIAL REPO RATES

[12] FABOZZI F, 1991, HDB FIXED INCOME SEC, P175

[13] FRIEDMAN M, 1960, PROGRAM MONETARY STA, P64

[14] JEGADEESH N, 1993, IN PRESS J FINANCE, V48, P4

[15] KAGEL J, 1992, AUCTIONS SURVEY EXPT

[16] MCAFEE RP, 1987, J ECON LIT, V25, P699

[17] AUCTIONS AND BIDDING - A PRIMER [J]. JOURNAL OF ECONOMIC PERSPECTIVES, 1989, 3 (03) : 3 - 22

[18] THE VALUE OF INFORMATION IN A SEALED-BID AUCTION [J]. JOURNAL OF MATHEMATICAL ECONOMICS, 1982, 10 (01) : 105 - 114

[19] Milgrom Paul R., 1987, ADV EC THEORY, P1

[20] PIRRONG C, 1992, MARKET TREASURY DERI