Michael Puglia

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

DOWNLOADS

285

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Machine Learning, the Treasury Yield Curve and Recession Forecasting

Number of pages: 67 Posted: 12 Jun 2020
Michael Puglia and Adam Tucker
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 216 (180,051)

Abstract:

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2.

Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers

Number of pages: 36 Posted: 17 Nov 2020
James Harkrader and Michael Puglia
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 69 (415,620)

Abstract:

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Retrospective: The Agency MBS Market on October 15, 2014

Posted: 09 Jul 2021
James Harkrader and Michael Puglia
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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Retrospective: The Agency MBS Market on October 15, 2014

Posted: 24 Sep 2020
James Harkrader and Michael Puglia
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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4.

Fixed Income Market Structure: Treasuries vs. Agency MBS

Posted: 16 Sep 2020 Last Revised: 09 Jul 2021
James Harkrader and Michael Puglia
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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5.

Principal Trading Firm Activity in Treasury Cash Markets

Posted: 21 Aug 2020 Last Revised: 09 Jul 2021
James Harkrader and Michael Puglia
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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6.

Breaking Down Trace Volumes Further

Posted: 06 Dec 2018 Last Revised: 25 Jun 2020
Nassau Community College, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York

Abstract:

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7.

Unlocking the Treasury Market Through Trace

Posted: 05 Oct 2018 Last Revised: 02 Oct 2020
Nassau Community College, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Columbia University, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York

Abstract:

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