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一、 英文文獻 1. Copeland, Adam, Martin, Antoine and Walker, Michael, (2014), Repo Runs: Evidence from the Tri-Party Repo Market, International Journal of Finance, Vol.69, pp. 2343-2380 2. Hrung, Warren B. and Seligman, Jason S., (2015), Responses to the Financial Crisis, Treasury Debt, and the Impact on Short-Term Money Markets, International Journal of Central Banking, Vol.11, pp.151-190 3. Klee, Elizabeth and Stebunovs, Viktors, (2011), A target Treasury general collateral repo rate : Is a target repo rate a viable alternative to the target federal funds rate?, Board of Governors of the Federal Reserve System, Vol.69, pp. 1-35 4. Martin, Antoine, (2017), 《Monetary Policy Implementation with a Large Central Bank Balance Sheet》, United States, The Federal Reserve Bank of New York 5. Sundaresan, Suresh, and Zhenyu Wang. (2009). Y2K Options and Liquidity Premium in Treasury Markets., Review of Financial Studies 22 (3): 1021–1056.
二、 中文文獻 1. 周一誠,(2007)。 美國公債交易實務--兼論其借券機制。證券櫃檯期刊,132,17-26頁。 2. 陳千鶴,(2019)。參加美國紐約聯邦準備銀行「美國貨幣政策之執行」課程出國報告,臺灣:中央銀行公務出國報告。 3. 戴天君,(2018)。參加美國紐約聯邦準備銀行「美國貨幣政策之執行」課程出國報告---Fed寬鬆政策退場及資產負債表縮減計畫,臺灣:中央銀行公務出國報告。
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