Michael J. Fleming : Citation Profile


Are you Michael J. Fleming?

Federal Reserve Bank of New York (50% share)
Federal Reserve Bank of New York (50% share)

17

H index

25

i10 index

1100

Citations

RESEARCH PRODUCTION:

25

Articles

37

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 47
   Journals where Michael J. Fleming has often published
   Relations with other researchers
   Recent citing documents: 153.    Total self citations: 26 (2.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfl35
   Updated: 2019-12-07    RAS profile: 2019-10-16    
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Relations with other researchers


Works with:

Shachar, Or (4)

Adrian, Tobias (4)

Dunne, Peter (2)

Sarkar, Asani (2)

Vogt, Erik (2)

Mizrach, Bruce (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael J. Fleming.

Is cited by:

Adrian, Tobias (21)

Dungey, Mardi (13)

Fratzscher, Marcel (12)

Andersen, Torben (12)

Hautsch, Nikolaus (12)

Neely, Christopher (12)

Mizrach, Bruce (11)

Ehrmann, Michael (10)

Beetsma, Roel (9)

Vega, Clara (9)

Subrahmanyam, Avanidhar (9)

Cites to:

Adrian, Tobias (13)

Poterba, James (10)

Garbade, Kenneth (10)

Mizrach, Bruce (9)

Remolona, Eli (9)

Venti, Steven (8)

Wise, David (7)

Duffie, Darrell (7)

Lamont, Owen (6)

Engle, Robert (6)

Hrung, Warren (6)

Main data


Where Michael J. Fleming has published?


Journals with more than one article published# docs
Economic Policy Review8
Current Issues in Economics and Finance7

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York25
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)3
Research Paper / Federal Reserve Bank of New York3
Research Technical Papers / Central Bank of Ireland2

Recent works citing Michael J. Fleming (2019 and 2018)


YearTitle of citing document
2017The TIPS Liquidity Premium. (2017). Riddell, Simon ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2017-27.

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2017The Great Escape? A Quantitative Evaluation of the Feds Liquidity Facilities. (2017). Ferrero, Andrea ; Eggertsson, Gauti ; Del Negro, Marco ; Kiyotaki, Nobuhiro. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:3:p:824-57.

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2019A Framework for Debt-Maturity Management. (2019). Nuño Barrau, Galo ; Passadore, Juan ; Nuo, Galo ; Bigio, Saki. In: Working Papers. RePEc:apc:wpaper:143.

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2019CME Iceberg Order Detection and Prediction. (2019). Antonov, Anton ; Zotikov, Dmitry. In: Papers. RePEc:arx:papers:1909.09495.

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2018Government of Canada Securities in the Cash, Repo and Securities Lending Markets. (2018). Gungor, Sermin ; Bulusu, Narayan. In: Discussion Papers. RePEc:bca:bocadp:18-4.

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2018The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market. (2018). Jin, Jianjian ; Thompson, Jacob ; Gao, Jeffrey. In: Staff Working Papers. RePEc:bca:bocawp:18-35.

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2018Blockchain-Based Settlement for Asset Trading. (2018). Koeppl, Thorsten ; Chiu, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:18-45.

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2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:18-5.

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2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries. (2019). Lamas, Matías ; Broto, Carmen. In: Working Papers. RePEc:bde:wpaper:1917.

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2019A framework for debt-maturity management. (2019). Nuño Barrau, Galo ; Passadore, Juan ; Nuo, Galo ; Bigio, Saki. In: Working Papers. RePEc:bde:wpaper:1919.

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2018Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18.

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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2017Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Del Negro, Marco ; Giannoni, Marc P. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316.

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2019Informed trading in a two-tier market structure under financial distress. (2019). Paiardini, Paola ; Impenna, Claudio . In: Discussion Papers. RePEc:bir:birmec:19-06.

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2018Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60.

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2017The bond benchmark continues to tip to swaps. (2017). McCauley, Robert ; Wooldridge, Philip ; Kreicher, Lawrence L. In: BIS Quarterly Review. RePEc:bis:bisqtr:1703h.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2017The beneficial aspect of FX volatility for market liquidity. (2017). SHIM, ILHYOCK ; Koosakul, Jakree. In: BIS Working Papers. RePEc:bis:biswps:629.

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2019Over-the-counter market liquidity and securities lending. (2019). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: BIS Working Papers. RePEc:bis:biswps:768.

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2019Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions. (2019). Moessner, Richhild ; Galati, Gabriele ; Teppa, Federica ; Apokoritis, Nikos. In: BIS Working Papers. RePEc:bis:biswps:809.

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2018What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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2018What is a market crash?. (2018). le Bris, David. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:2:p:480-505.

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2018Liquidity resilience in the UK gilt futures market: evidence from the order book. (2018). Massacci, Daniele ; Fullwood, Jonathan . In: Bank of England working papers. RePEc:boe:boeewp:0744.

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2018Would macroprudential regulation have prevented the last crisis?. (2018). Siegert, Caspar ; Bridges, Jonathan ; Aikman, David ; Siergert, Caspar ; Kashyap, Anil. In: Bank of England working papers. RePEc:boe:boeewp:0747.

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2019Resilience of trading networks: evidence from the sterling corporate bond market. (2019). Roberts-Sklar, Matt ; Silvestri, Laura ; Mallaburn, David. In: Bank of England working papers. RePEc:boe:boeewp:0813.

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2018Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803.

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2017A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation. (2017). Monnet, Cyril ; Gottardi, Piero ; Maurin, Vincent . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6579.

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2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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2017Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1714.

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2017Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1714.

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2017Intraday Market Making with Overnight Inventory Costs. (2017). Adrian, Tobias ; Zhang, Hongzhong ; Vogt, Erik ; Capponi, Agostino. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12245.

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2017Dealer Balance Sheets and Bond Liquidity Provision. (2017). Shachar, Or ; Boyarchenko, Nina ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12246.

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2017International liquidity. (2017). Hartmann, Philipp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12337.

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2017Liquidity in FX spot and forward markets. (2017). Sushko, Vladyslav ; Krohn, Ingomar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_019.

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2019Overpricing in Spanish Treasury Auctions. (2019). Mazon, Cristina ; Alvarez, Francisco. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:alvarezmazon.

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2017Central bank swap lines and CIP deviations. (2017). Moessner, Richhild ; Galati, Gabriele ; Allen, William ; Nelson, William . In: DNB Working Papers. RePEc:dnb:dnbwpp:566.

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2018Politique monétaire et stabilité financière. (2018). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-13.

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2018Les interventions de crise de la FED et de la BCE diffèrent-elles ?. (2018). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-31.

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2017The importance of being special: repo markets during the crisis. (2017). Maddaloni, Angela ; Corradin, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20172065.

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2018Variation margins, fire sales, and information-constrained optimality. (2018). Hoerova, Marie ; Heider, Florian ; Biais, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20182191.

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2018Trading ahead of treasury auctions. (2018). Sigaux, Jean-David. In: Working Paper Series. RePEc:ecb:ecbwps:20182208.

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2019Whatever it takes: what’s the impact of a major nonconventional monetary policy intervention?. (2019). Marques-Ibanez, David ; Cuadra, Gabriel ; Claessens, Stijn ; Alcaraz Pribaz, Carlo ; Sapriza, Horacio ; Marques-Ibaez, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192249.

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2017CEO compensation and risk-taking at financial firms: Evidence from U.S. federal loan assistance. (2017). Gande, Amar ; Kalpathy, Swaminathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:131-150.

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2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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2018Clearinghouse loan certificates as a lender of last resort. (2018). Hoag, Christopher. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:215-229.

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2019Sovereign bond markets when auctions take place: Evidence from Italy. (2019). Cafiso, Gianluca. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:406-430.

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2018A tale of two risks in the EMU sovereign debt markets. (2018). Sensoy, Ahmet ; Akyildirim, Erdinc ; Nguyen, Duc Khuong. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:102-106.

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2019Do liquidity enhancement auctions improve the market liquidity in the JGB market?. (2019). Hattori, Takahiro. In: Economics Letters. RePEc:eee:ecolet:v:183:y:2019:i:c:34.

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2017Countercyclical retirement accounts. (2017). Love, David A. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:32-48.

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2017Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Muckley, Cal B ; Chen, Jiayuan . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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2018Liquidity and risk premia in electricity futures. (2018). Bevin-McCrimmon, Fergus ; Sise, Greg ; McCarten, Matthew ; Diaz-Rainey, Ivan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:503-517.

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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:208-220.

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2019Modeling intraday volatility of European bond markets: A data filtering application. (2019). Dufour, Alfonso ; Zhang, Hanyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:131-146.

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2017Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:107-114.

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2017Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic. (2017). Siikanen, Milla ; Valli, Jaakko ; Kanniainen, Juho. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:264-271.

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2017Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

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2018Funding constraints and liquidity in two-tiered OTC markets. (2018). Benos, Evangelos ; Ike, Filip. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:24-43.

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2017Political uncertainty and a firms credit risk: Evidence from the international CDS market. (2017). Liu, Jinyu ; Zhong, Rui. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:53-66.

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2017Sovereign collateral as a Trojan Horse: Why do we need an LCR+. (2017). Buschmann, Christian ; Schmaltz, Christian. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:311-330.

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2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2018Foreign-law bonds: Can they reduce sovereign borrowing costs?. (2018). Chamon, Marcos ; Trebesch, Christoph ; Schumacher, Julian. In: Journal of International Economics. RePEc:eee:inecon:v:114:y:2018:i:c:p:164-179.

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2018Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee. (2018). Tang, Mei-Ling ; Wu, Ting-Pin ; Lai, Gene C ; Chen, Son-Nan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:87-104.

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2019Central bank announcements and realized volatility of stock markets in G7 countries. (2019). Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135.

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2017Forecasting the variance of stock index returns using jumps and cojumps. (2017). Liao, Yin ; Clements, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:729-742.

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2019Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters. (2019). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1100-1107.

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2019J-liquidity measure: The term structure of the liquidity premium in Japan. (2019). Hattori, Takahiro. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:61-72.

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2019What drives interbank loans? Evidence from Canada. (2019). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:427-444.

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2017Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214.

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2017Thawing frozen capital markets and backdoor bailouts: Evidence from the Feds liquidity programs. (2017). Helwege, Jean ; Jindra, Jan ; Boyson, Nicole M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:92-119.

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2017Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

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2017Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Feds liquidity programs. (2017). Helwege, Jean ; Jindra, Jan ; Boyson, Nicole M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:193-220.

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2017Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:232-248.

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2018Distilling liquidity costs from limit order books. (2018). Amaya, Diego ; Roch, Alexandre F ; Okou, Cedric ; Filbien, Jean-Yves . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:16-34.

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2018Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies. (2018). Du, Wenti. In: Journal of Economics and Business. RePEc:eee:jebusi:v:98:y:2018:i:c:p:32-39.

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2017Systemic risk in clearing houses: Evidence from the European repo market. (2017). thesmar, david ; Ors, Evren ; Derrien, Franois ; Boissel, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:511-536.

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2018Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:103-124.

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2019Inverted fee structures, tick size, and market quality. (2019). Gregoire, Vincent ; Comerton-Forde, Carole ; Zhong, Zhuo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:141-164.

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2017Bank loan supply responses to Federal Reserve emergency liquidity facilities. (2017). Berger, Allen N ; Dlugosz, Jennifer ; Black, Lamont K. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:1-15.

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2017Information asymmetry and risk transfer markets. (2017). Thompson, James ; Stephens, Eric. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:88-99.

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2017Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31.

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2017Impact of interest rate surprises on Islamic and conventional stocks and bonds. (2017). Akhtar, Farida ; John, Kose ; Jahromi, Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:218-231.

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2018Liquidity in the repo market. (2018). Fuhrer, Lucas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:1-22.

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2019Uncovered equity “disparity” in emerging markets. (2019). Phylaktis, Kate ; Fuertes, Ana-Maria ; Yan, Cheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:5.

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2018Integrating swaps and futures: A new direction for commodity research. (2018). Riggs, Lynn ; Onur, Esen ; Mixon, Scott . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:3-21.

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2019Illiquidity in the Japan electric power exchange. (2019). Ikeda, Shin S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:16-39.

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2017Heterogeneous traders, liquidity, and volatility in crude oil futures market. (2017). Ray, Rina ; Haugom, Erik. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:36-49.

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2017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, L A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27.

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2017Dealer balance sheets and bond liquidity provision. (2017). Shachar, Or ; Boyarchenko, Nina ; Adrian, Tobias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:89:y:2017:i:c:p:92-109.

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2017Low frequency effects of macroeconomic news on government bond yields. (2017). Modugno, Michele ; Giannone, Domenico ; Altavilla, Carlo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:31-46.

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2017Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?. (2017). Strasser, Georg ; Vega, Clara ; Scotti, Chiara ; Gilbert, Thomas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:78-95.

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2017An empirical analysis of algorithmic trading around earnings announcements. (2017). Zheng, Hui ; Prodromou, Tina ; Westerholm, Joakim P ; Frino, Alex. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:34-51.

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2018State-varying illiquidity risk in sovereign bond spreads. (2018). Docherty, Paul ; Easton, Steve. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:235-248.

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2018Liquidity in green power markets – An international review. (2018). Frei, Fanny ; Bening, Catharina R ; Loder, Allister. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:93:y:2018:i:c:p:674-690.

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2017Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477.

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2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Otsubo, Yoichi ; Indriawan, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data. (2017). Uctum, Remzi ; Lecarpentier-Moyal, Sylvie ; Prat, Georges ; Renou-Maissant, Patricia. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:43-56.

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2017Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis. (2017). Welch, Robert ; Tao, Yusi ; ben Omrane, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:9-30.

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2018Bank stability and refinancing operations during the crisis: Which way causality?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:79-89.

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More than 100 citations found, this list is not complete...

Works by Michael J. Fleming:


YearTitleTypeCited
2010Repo Market Effects of the Term Securities Lending Facility In: American Economic Review.
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article37
2010Repo market effects of the Term Securities Lending Facility.(2010) In: Staff Reports.
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This paper has another version. Agregated cites: 37
paper
2012Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009 In: Annual Review of Financial Economics.
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article16
2012Federal Reserve liquidity provision during the financial crisis of 2007-2009.(2012) In: Staff Reports.
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This paper has another version. Agregated cites: 16
paper
1999Liquidity in U.S. Treasury Spot and Futures Markets In: CGFS Papers chapters.
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chapter8
1999The term structure of announcement effects In: BIS Working Papers.
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paper41
1999The term structure of announcement effects.(1999) In: Staff Reports.
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This paper has another version. Agregated cites: 41
paper
1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information In: Journal of Finance.
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article225
2005ANOMALOUS BIDDING IN SHORT-TERM TREASURY BILL AUCTIONS In: Journal of Financial Research.
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article4
2004Anomalous bidding in short-term Treasury bill auctions.(2004) In: Staff Reports.
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This paper has another version. Agregated cites: 4
paper
2014ECB Monetary Operations and the Interbank Repo Market In: Research Technical Papers.
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paper7
2013ECB monetary operations and the interbank repo market.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 7
paper
2011Repo Market Microstructure in Unusual Monetary Policy Conditions In: Research Technical Papers.
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paper8
2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
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paper28
2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 28
paper
2018The microstructure of a U.S. Treasury ECN: The BrokerTec platform In: Journal of Financial Markets.
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article18
2016The microstructure of a U.S. Treasury ECN: the BrokerTec platform.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 18
paper
2008The Microstructure of a U.S. Treasury ECN: The Brokertec Platform.(2008) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 18
paper
2017Dealer financial conditions and lender-of-last-resort facilities In: Journal of Financial Economics.
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article20
2014Dealer financial conditions and lender-of-last resort facilities.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 20
paper
2007Dealer behavior in the specials market for US Treasury securities In: Journal of Financial Intermediation.
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article9
2002Are larger Treasury issues more liquid? Evidence from bill reopenings In: Proceedings.
[Citation analysis]
article45
2002Are larger Treasury issues more liquid? Evidence from bill reopenings.(2002) In: Staff Reports.
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This paper has another version. Agregated cites: 45
paper
2002Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings..(2002) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 45
article
1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market In: Working Papers in Applied Economic Theory.
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paper11
1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market.(1999) In: Staff Reports.
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This paper has another version. Agregated cites: 11
paper
2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets In: FEDS Notes.
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paper4
2018Unlocking the Treasury Market through TRACE In: FEDS Notes.
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paper0
2018Breaking Down TRACE Volumes Further In: FEDS Notes.
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paper1
2004Repurchase agreements with negative interest rates In: Current Issues in Economics and Finance.
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article11
2005What financing data reveal about dealer leverage In: Current Issues in Economics and Finance.
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article24
2005Explaining settlement fails In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article12
2007Who buys Treasury securities at auction? In: Current Issues in Economics and Finance.
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article11
2009The Term Securities Lending Facility: origin, design, and effects In: Current Issues in Economics and Finance.
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article26
2010The Federal Reserves foreign exchange swap lines In: Current Issues in Economics and Finance.
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article17
2011Income effects of Federal Reserve liquidity facilities In: Current Issues in Economics and Finance.
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article2
2013The failure resolution of Lehman Brothers In: Economic Policy Review.
[Full Text][Citation analysis]
article2
1997What moves the bond market? In: Economic Policy Review.
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article140
1997What moves the bond market?.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140
paper
1997The round-the-clock market for U.S. Treasury securities In: Economic Policy Review.
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article39
2000The benchmark U.S. Treasury market: recent performance and possible alternatives In: Economic Policy Review.
[Full Text][Citation analysis]
article23
2002When the back office moved to the front burner: settlement fails in the treasury market after 9/11 In: Economic Policy Review.
[Full Text][Citation analysis]
article19
2003Measuring treasury market liquidity In: Economic Policy Review.
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article141
2001Measuring treasury market liquidity.(2001) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 141
paper
2012The microstructure of the TIPS market In: Economic Policy Review.
[Full Text][Citation analysis]
article11
2009The microstructure of the TIPS market.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2013Trading activity and price transparency in the inflation swap market In: Economic Policy Review.
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article4
1995New evidence on the effectiveness of the proxy mechanism In: Research Paper.
[Full Text][Citation analysis]
paper0
1996Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements In: Research Paper.
[Full Text][Citation analysis]
paper5
2001Financial market implications of the federal debt paydown In: Staff Reports.
[Full Text][Citation analysis]
paper14
1997Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements In: Staff Reports.
[Full Text][Citation analysis]
paper9
2007How do treasury dealers manage their positions? In: Staff Reports.
[Full Text][Citation analysis]
paper9
1998How workers use 401(k) plans: the participation, contribution, and withdrawal decisions In: Staff Reports.
[Full Text][Citation analysis]
paper47
1998How Workers Use 401(K) Plans: The Participation, Contribution, and Withdrawal Decisions.(1998) In: National Tax Journal.
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This paper has another version. Agregated cites: 47
article
2011An analysis of CDS transactions: implications for public reporting In: Staff Reports.
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paper29
2012An analysis of OTC interest rate derivatives transactions: implications for public reporting In: Staff Reports.
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paper5
2018Liquidity and volatility in the U.S. treasury market In: Staff Reports.
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paper10
2013The Microstructure of Chinas Government Bond Market In: Staff Reports.
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paper3
2015Price and size discovery in financial markets: evidence from the U.S. Treasury securities market In: Staff Reports.
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paper3
2016Trading activity in the Indian government bond market In: Staff Reports.
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paper0
1995Preserving firm value through exit: the case of voluntary liquidations In: Staff Reports.
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paper1
2017An index of Treasury Market liquidity: 1991-2017 In: Staff Reports.
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paper1
2019Tick size change and market quality in the U.S. treasury market In: Staff Reports.
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paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team