20th Street and Constitution Avenue NW
Washington , DC 20551
Board of Governors of the Federal Reserve System
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Treasury bonds, repo contracts, supply-demand factors, liquidity, Large Scale Asset Purchase programs, Treasury auctions
Treasury bonds, Repo contracts, Special repo rate, Supply-demand factors, Liquidity, Large Scale Asset Purchase programs, Treasury auctions
Repo Market, Special Repo Rate, Monetary Policy
no-arbitrage, pricing kernel, semi-nonparametric. non-parametric, GMM
MBS market, liquidity, risk premiums, supply-demand factors
Agency mortgage-backed securities, Dollar rolls, Implied financing rates, Liquidity, Expected returns, Large Scale Asset Purchase programs
Market Risk-Based Capital Requirements; Capital Regulations; Trading Activity; Systematic Risk; Idiosyncratic Risk; Information Environment
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