33 Liberty Street
New York, NY 10045
United States
http://www.newyorkfed.org/research/economists/fleming/
Federal Reserve Bank of New York
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
liquidity, trading volume, bid-ask spread, quote size, price impact
Liquidity, Trading volume, Bid-ask spreads, Quote sizes, Price impact
bonds, U.S. Treasury Market
repurchase agreements, RP, repo, fails, negative interest rates
repurchase agreements, gcf repo, general collateral, fixed income clearing corporation, dealer finance
federal reserve, liquidity facility, securities lending, financing market, repo market
Announcements, Term structure, Expectations
microstructure, Treasury market, bid-ask spread, price impact, information
Chapter 11, derivatives
Federal Reserve, liquidity facility, repo market, repurchase agreement
settlement fails, securities lending, repurchase agreements, Treasury securities
Treasury market, dealer, positions, inventory, hedging, issuance
treasury market, dealer, positions, inventory, hedging, issuance
liquidity, Treasury market, limit order book, financial crisis, volatility, announcement
leverage, primary dealers, risk taking, volatility, treasury market
treasury securities, auction
Treasury inflation-protected securities, liquidity, seasonality, announcements
Treasury inflation-protected securities, announcements
volatility, trading volume, GARCH, intraday, U.S. Treasury securities market
liquidity, market making, Treasury market, corporate bonds, regulation
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
corporate bonds, liquidity, market making, regulation, Treasury securities
swap line, liquidity facility
trading activity, market efficiency, announcements, interest rates
central bank , liquidity facilities, lender of last resort
Settlement fails, Treasury market, repurchase agreement, repo market, securities lending, September 11
intraday, trading volume, volatility, liquidity
block trade, clearing eligible, credit derivatives, dealer hedging, price reporting, public transparency
interest rate derivatives, price reporting, public transparency, standardization
treasury, benchmark, debt, agency, market, securities
Treasury Market, Liquidity, Bid-ask spread, Trading volume, Issue size
dark pool, liquidity, price impact, information share, fixed income market
Treasury bill, auction procedures, bidding behavior
Treasury bills, auctions, bidding
voluntary liquidation, asset reallocation
lender of last resort, central banking, crises, illiquidity, insolvency, stigma
Treasury securities, market liquidity, funding liquidity, volatility, index
Federal Reserve, Liquidity facilities, Lender of last resort
inflation swap, trading activity, liquidity, price transparency, inflation expectations
repo, funding, liquidity, monetary policy, reserve management
treasury market, benchmark, reserve asset, liquidity
India, government bonds, trading activity
tick size reduction, bid-ask spread, market liquidity, price efficiency, Treasury securities
