Preferred habitat for liquidity in international short-term interest rates
- 29 February 2008
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 32 (2) , 240-250
- https://doi.org/10.1016/j.jbankfin.2007.03.007
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Quarter-End Effects in Banks: Preferred Habitat or Window Dressing?Journal of Financial Services Research, 2006
- The Turn of the Year in Money Markets: Tests of the Risk‐Shifting Window Dressing and Preferred Habitat HypothesesThe Journal of Business, 2005
- ANALYSIS OF FEDERAL FUNDS RATE CHANGES AND VARIANCE PATTERNSJournal of Financial Research, 2001
- Portfolio Disclosures and Year-End Price ShiftsThe Journal of Finance, 1997
- On a Preferred Habitat for Liquidity at the Turn-of-the-Year: Evidence from the Term-Repo MarketJournal of Financial Services Research, 1997
- Bank window dressing: Theory and evidenceJournal of Banking & Finance, 1992
- The Buying and Selling Behavior of Individual Investors at the Turn of the YearThe Journal of Finance, 1988
- The End of the Month as a Preferred Habitat: A Test of Operational Efficiency in the Money MarketJournal of Financial and Quantitative Analysis, 1987
- The puzzling price behavior of treasury bills that mature at the turn of calendar monthsJournal of Financial Economics, 1986
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980