Dealer Balance Sheet Capacity and Market Liquidity During the 2013 Selloff in Fixed Income Markets
Posted: 17 Dec 2013
Date Written: October 16, 2013
Long-term interest rates hit record-low levels in 2012 but have since increased substantially.
Suggested Citation: Suggested Citation
Adrian, Tobias and Fleming, Michael J. and Goldberg, Jonathan E. and Lewis, Morgan and Natalucci, Fabio Massimo and Wu, Jason, Dealer Balance Sheet Capacity and Market Liquidity During the 2013 Selloff in Fixed Income Markets (October 16, 2013). FEDS Notes No. 2013-10-16 https://doi.org/10.17016/2380-7172.0004, Available at SSRN: https://ssrn.com/abstract=3750818
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