Lee Baker

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

196

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Liquidity Hierarchy in the U.S. Treasury Market

NYU Stern School of Business
Number of pages: 12 Posted: 24 May 2019
Lee Baker, Lihong McPhail and Bruce Tuckman
affiliation not provided to SSRN, Commodity Futures Trading Commission (CFTC) and New York University (NYU) - Leonard N. Stern School of Business
Downloads 107 (466,529)

Abstract:

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Treasury bonds, Treasury Notes, Treasury futures, liquidity, trading volume, trade size

2.

Risk Transfer with Interest Rate Swaps

OCE Staff Papers and Reports, Number 2020-002
Number of pages: 32 Posted: 08 Sep 2020
affiliation not provided to SSRN, Government of the United States of America - Department of the Treasury, Commodity Futures Trading Commission (CFTC), U.S. Commodity Futures Trading Commission (CFTC) and New York University (NYU) - Leonard N. Stern School of Business
Downloads 89 (527,249)
Citation 6

Abstract:

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Interest Rate Swaps, Fixed Income Markets, Entity-Netted Nationals, Notional Amount