Roger Fan
About
Roger Fan is an associate economist in the economic research department at the Federal Reserve Bank of Chicago.
Working papers
Working Papers
Stefania D’Amico, Roger Fan, Yuriy Kitsul | 2013 | No. 2013-22 | November
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Selected External Publications
Acceptances in Academic Journals and Books
D’Amico, Stefania, Roger Fan, and Yuriy Kitsul, 2018, “The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors,” Journal of Financial and Quantitative Analysis, Vol. 53, No. 5, October, pp. 2103–2129. 20181001050000