#3041. Dissecting the segmentation of Chinas repo markets

March 2027publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript5500 $

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Journal’s subject area:
Finance;
Economics and Econometrics;
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Abstract:
This article examines the behavior, sources and drivers of the spread between Chinas exchange rates and interbank repo rates from December 20XX to June 20XX. The results show that overnight repo markets appeared to be more segmented, with the spread being driven primarily by inter-market segmentation for NDI, reflecting two different market mechanisms and trading frictions that prevent NDI from effectively arbitrating the two markets in a shorter time frame.
Keywords:
Exchange; Interbank; Liquidity; Repo; Segmentation

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