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)

18

H index

32

i10 index

1654

Citations

RESEARCH PRODUCTION:

29

Articles

102

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 61
   Journals where Michael J. Fleming has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 32 (1.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl35
   Updated: 2023-08-19    RAS profile: 2023-05-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Sarkar, Asani (10)

Shachar, Or (7)

Puglia, Michael (4)

Adrian, Tobias (4)

Hrung, Warren (3)

Mizrach, Bruce (2)

Rodrigues, Anthony (2)

De Pooter, Michiel (2)

Van Tassel, Peter (2)

Acharya, Viral (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)

Beetsma, Roel (19)

Sarkar, Asani (17)

Nagel, Stefan (16)

Smales, Lee (15)

Hautsch, Nikolaus (14)

Fratzscher, Marcel (14)

Wright, Jonathan (14)

Ehrmann, Michael (14)

Giuliodori, Massimo (13)

Neely, Christopher (13)

Cites to:

Adrian, Tobias (22)

Remolona, Eli (20)

Garbade, Kenneth (13)

Shachar, Or (11)

Poterba, James (10)

Duffie, Darrell (10)

Engle, Robert (9)

Venti, Steven (8)

Mizrach, Bruce (8)

Amihud, Yakov (7)

Hautsch, Nikolaus (7)

Main data

Where Michael J. Fleming has published?

Journals with more than one article published# docs
Economic Policy Review9
Current Issues in Economics and Finance7
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York61
Staff Reports / Federal Reserve Bank of New York29
Research Paper / Federal Reserve Bank of New York3
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)3
Research Technical Papers / Central Bank of Ireland2

Recent works citing Michael J. Fleming (2023 and 2022)

YearTitle of citing document
2022THE RELATION BETWEEN INNOVATIVE POLICY INSTRUMENTS AND SMES RESILIENCE: CONCEPTUAL ANALYSIS. (2022). Ez-Zarzari, Zakaria ; Chati, Adam ; Cheikh, Mohsine Ait ; Msady, Adil. In: Eastern European Journal for Regional Studies (EEJRS). RePEc:aem:journl:v:8:y:2022:i:2:p:50-67.

Full description at Econpapers || Download paper

2021Optimal Bookmaking. (2019). Zou, Bin ; Zhou, Zhou ; Lorig, Matthew. In: Papers. RePEc:arx:papers:1907.01056.

Full description at Econpapers || Download paper

2022Bailout Stigma. (2020). Choe, Chongwoo ; Rhee, Keeyoung ; Che, Yeon-Koo. In: Papers. RePEc:arx:papers:2006.05640.

Full description at Econpapers || Download paper

2021Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts. (2021). Yu, Chuyi ; Jos'e E. Figueroa-L'opez, ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2101.03086.

Full description at Econpapers || Download paper

2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

Full description at Econpapers || Download paper

2022Exploring Causes, Effects, and Solutions to Financial Illiteracy and Exclusion among Minority Demographic Groups. (2022). Shanbhag, Abhinav. In: Papers. RePEc:arx:papers:2210.11403.

Full description at Econpapers || Download paper

2022Central Bank Liquidity Facilities and Market Making. (2022). Walton, Adrian ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:22-9.

Full description at Econpapers || Download paper

2021The economics of non-bank financial intermediation: why do we need to fill the regulation gap?. (2021). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_625_21.

Full description at Econpapers || Download paper

2023Investor behavior under market stress:evidence from the Italian sovereign bond market. (2023). Panzarino, Onofrio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_033_23.

Full description at Econpapers || Download paper

2021Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167.

Full description at Econpapers || Download paper

2021Non-bank financial institutions and the functioning of government bond markets. (2021). Wooldridge, Philip ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:119.

Full description at Econpapers || Download paper

2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

Full description at Econpapers || Download paper

2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

Full description at Econpapers || Download paper

2021The effect of treasury auctions on 10?year Treasury note futures. (2021). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555.

Full description at Econpapers || Download paper

2022The Threat of Financial Sanctions: What Safeguards Can Central Banks Build?. (2022). Ramaswamy, Srichander. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:3:p:23-41.

Full description at Econpapers || Download paper

2023The widespread failure of central banks to control inflation. (2023). Buiter, Willem. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:2-31.

Full description at Econpapers || Download paper

2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

Full description at Econpapers || Download paper

2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

Full description at Econpapers || Download paper

2021The repo market under Basel III. (2021). Katsoulis, Petros ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:0954.

Full description at Econpapers || Download paper

2022Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970.

Full description at Econpapers || Download paper

2021Three Projects in the New Law and Finance. (2021). Dan, Awrey. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:11:y:2021:i:1:p:9-25:n:1.

Full description at Econpapers || Download paper

2023Wind-down of bank trading books. (2023). Akhouen, Richard ; Rossignol, Ghislain ; Santoni, Alessandro. In: Occasional Paper Series. RePEc:ecb:ecbops:2023316.

Full description at Econpapers || Download paper

2021Bank balance sheet constraints and bond liquidity. (2021). Ivashina, Victoria ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20212589.

Full description at Econpapers || Download paper

2021Sovereign illiquidity and recessions.. (2021). Gutkowski, Violeta A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920301974.

Full description at Econpapers || Download paper

2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

Full description at Econpapers || Download paper

2021The liquidity mechanics of dealer banks in the market-based credit system. (2021). Becker, Christoph. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002376.

Full description at Econpapers || Download paper

2022Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data. (2022). Kamada, Koichiro ; Yamada, Tetsuya ; Miura, KO ; Kurosaki, Tetsuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001753.

Full description at Econpapers || Download paper

2022Price impact, strategic interaction and portfolio choice. (2022). Curatola, Giuliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001959.

Full description at Econpapers || Download paper

2021Optimal bookmaking. (2021). Zou, Bin ; Zhou, Zhou ; Lorig, Matthew. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:560-574.

Full description at Econpapers || Download paper

2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

Full description at Econpapers || Download paper

2023A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339.

Full description at Econpapers || Download paper

2021The impact of Covid-19 on liquidity of emerging market bonds. (2021). Gubareva, Mariya. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316408.

Full description at Econpapers || Download paper

2022Dynamics of gross capital flows and financial stress in China. (2022). Hueng, C. ; Zhou, Jinnan ; Wang, Lirong. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001227.

Full description at Econpapers || Download paper

2022Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. (2022). Pradhan, H K ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002166.

Full description at Econpapers || Download paper

2022Persistence in US Treasury bonds. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002610.

Full description at Econpapers || Download paper

2022Foreign institutions and the behavior of liquidity following macroeconomic announcements. (2022). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004391.

Full description at Econpapers || Download paper

2022Fast traders make a quick buck: The role of speed in liquidity provision. (2022). Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000033.

Full description at Econpapers || Download paper

2022Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ødegaard, Bernt ; Odegaard, Bernt Arne ; Philip, Richard ; Kwan, Amy ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000628.

Full description at Econpapers || Download paper

2021Effects of the international regulatory reforms over market liquidity of Mexican sovereign debt. (2021). Romero, Alberto ; Lord, Stefano ; Lopez-Gallo, Fabrizio ; Lara, Jose Luis. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301091.

Full description at Econpapers || Download paper

2021Liquidity risk and bank performance during financial crises. (2021). Huang, Shu-Chun ; Chen, Yehning. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000668.

Full description at Econpapers || Download paper

2022COVID-19 as a stress test: Assessing the bank regulatory framework. (2022). Wang, KE ; Ranish, Ben ; Mooney, Timothy ; Martinez, Francis ; Maddrey, Alice ; Loudis, Bert ; Iercosan, Diana ; Horvath, Akos ; Duncan, Elizabeth ; Wix, Carlo ; Warusawitharana, Missaka. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000419.

Full description at Econpapers || Download paper

2023Investor information and bank instability during the European debt crisis. (2023). Ross, Chase P ; Iorgova, Silvia. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001218.

Full description at Econpapers || Download paper

2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

Full description at Econpapers || Download paper

2022The effect of issuance documentation disclosure and readability on liquidity: Evidence from green bonds. (2022). Sassi, Syrine ; Jarjir, Souad Lajili ; Lebelle, Martin. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000764.

Full description at Econpapers || Download paper

2022Illiquidity in sovereign debt markets. (2022). Xu, YU ; Passadore, Juan. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000502.

Full description at Econpapers || Download paper

2021Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536.

Full description at Econpapers || Download paper

2021Volatility forecasting in European government bond markets. (2021). Ozbekler, Ali Gencay ; Triantafyllou, Athanasios ; Kontonikas, Alexandros. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1691-1709.

Full description at Econpapers || Download paper

2021The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880.

Full description at Econpapers || Download paper

2021Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100100x.

Full description at Econpapers || Download paper

2021Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119.

Full description at Econpapers || Download paper

2022Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009.

Full description at Econpapers || Download paper

2022Private value of central bank liquidity and Banks’ bidding behavior in variable rate tender auctions. (2022). Fecht, Falko ; Weber, Patrick. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621001801.

Full description at Econpapers || Download paper

2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

Full description at Econpapers || Download paper

2021Intermediation in over-the-counter markets with price transparency. (2021). Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001812.

Full description at Econpapers || Download paper

2021Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:412-435.

Full description at Econpapers || Download paper

2021Network structure and pricing in the FX market. (2021). Levich, Richard M ; Hasbrouck, Joel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:705-729.

Full description at Econpapers || Download paper

2021Informed trading in government bond markets. (2021). Czech, Robert ; Lou, Dong ; Huang, Shiyang ; Wang, Tianyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1253-1274.

Full description at Econpapers || Download paper

2022Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79.

Full description at Econpapers || Download paper

2022Sitting bucks: Stale pricing in fixed income funds. (2022). Jimmy, Ji Yeol ; Kronlund, Mathias ; Choi, Jae Won. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:296-317.

Full description at Econpapers || Download paper

2022Endogenous inattention and risk-specific price underreaction in corporate bonds. (2022). Li, Jiacui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:595-615.

Full description at Econpapers || Download paper

2022Cyber risk and the U.S. financial system: A pre-mortem analysis. (2022). Lee, Michael Junho ; Kovner, Anna ; Eisenbach, Thomas M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:802-826.

Full description at Econpapers || Download paper

2021Liquidity from two lending facilities. (2021). Vossmeyer, Angela ; Anbil, Sriya. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957320300383.

Full description at Econpapers || Download paper

2022Who Values Economist Forecasts? Evidence From Trading in Treasury Markets. (2022). Leung, Henry ; Jarnecic, Elvis ; James, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957321000358.

Full description at Econpapers || Download paper

2022Asset scarcity and collateral rehypothecation. (2022). Maurin, Vincent. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000456.

Full description at Econpapers || Download paper

2021Monetary policy uncertainty and monetary policy surprises. (2021). Modugno, Michele ; Favara, Giovanni ; de Pooter, Michiel ; Wu, Jason. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302795.

Full description at Econpapers || Download paper

2021Reprint: Monetary policy uncertainty and monetary policy surprises. (2021). Favara, Giovanni ; de Pooter, Michiel ; Wu, Jason ; Modugno, Michele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000504.

Full description at Econpapers || Download paper

2021Bank lending and interest on excess reserves: An empirical investigation. (2021). Hogan, Thomas. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000380.

Full description at Econpapers || Download paper

2021Forward inflation expectations: Evidence from inflation caps and floors. (2021). Walker, Todd B ; Chipeniuk, Karsten O. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000501.

Full description at Econpapers || Download paper

2021Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19. (2021). Malliaris, A G ; Bhar, Ramaprasad. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:15-33.

Full description at Econpapers || Download paper

2022The supply and demand for safe assets. (2022). Ordoez, Guillermo ; Gorton, Gary. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:132-147.

Full description at Econpapers || Download paper

2021Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074.

Full description at Econpapers || Download paper

2021Noise as a liquidity measure: Evidence from the JGB market. (2021). Hattori, Takahiro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000226.

Full description at Econpapers || Download paper

2022Order submission, information asymmetry, and tick size. (2022). Yamamoto, Ryuichi ; Zhu, Hongyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000968.

Full description at Econpapers || Download paper

2023Pricing implications of intervention and debt management in the primary market of Japanese government bonds. (2023). Hosono, Kaoru ; Watanabe, Shuji ; Miyakawa, Daisuke. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x2200213x.

Full description at Econpapers || Download paper

2021The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks. (2021). Racicot, François-Éric ; Gregoriou, Greg N ; Theoret, Raymond. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:289-318.

Full description at Econpapers || Download paper

2021Unusual investor behavior under tacit and endogenous market signals. (2021). Wang, Susheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:76-97.

Full description at Econpapers || Download paper

2021Too big to fail and optimal regulation. (2021). Nguyen, Xuan-Hai ; Ma, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:747-758.

Full description at Econpapers || Download paper

2022Liquidity commonality in sovereign bond markets. (2022). Richter, Thomas Julian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:501-518.

Full description at Econpapers || Download paper

2022Liquidity dimensions in the U.S. corporate bond market. (2022). Escribano, Ana ; Diaz, Antonio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:1163-1179.

Full description at Econpapers || Download paper

2022Resolution of financial market uncertainty around the release of unemployment rate announcements. (2022). Stan, Raluca ; Chen, Denghui ; Gu, Chen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:586-596.

Full description at Econpapers || Download paper

2022Collateralized networks. (2020). Young, Hobart ; Glasserman, Paul ; Ghamami, Samim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107496.

Full description at Econpapers || Download paper

2021Informed trading in government bond markets. (2021). Czech, Robert ; Wang, Tianyu ; Lou, Dong ; Huang, Shiyang. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108504.

Full description at Econpapers || Download paper

2022Cant save or wont save: financial resilience and discretionary retirement saving among British adults in their thirties and forties. (2021). Suh, Ellie. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110492.

Full description at Econpapers || Download paper

2021Informed trading in government bond markets. (2021). Czech, Robert ; Lou, Dong ; Huang, Shiyang ; Wang, Tianyu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118857.

Full description at Econpapers || Download paper

2021So Far, So Good: Government Insurance of Financial Sector Tail Risk. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:94154.

Full description at Econpapers || Download paper

2021Market-Based Monetary Policy Uncertainty. (2019). Mueller, Philippe ; Lakdawala, Aeimit ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2019-12.

Full description at Econpapers || Download paper

2021What Drives U.S. Treasury Re-use?. (2020). Saravay, Zack ; Infante, Sebastian. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-103.

Full description at Econpapers || Download paper

2021International Yield Spillovers. (2021). Ochoa, Juan ; Kim, Don H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-01.

Full description at Econpapers || Download paper

2021Monetary policy and the corporate bond market: How important is the Fed information effect?. (2021). Suarez, Gustavo ; Smolyansky, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-10.

Full description at Econpapers || Download paper

2021COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework. (2021). Wix, Carlo ; Wang, Ke ; Warusawitharana, Missaka ; Mooney, Timothy ; Martinez, Francis ; Loudis, Bert ; Iercosan, Diana A ; Horvath, Akos ; Duncan, Elizabeth ; Abboud, Alice ; Ranish, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-24.

Full description at Econpapers || Download paper

2021High-Frequency Estimates of the Natural Real Rate and Inflation Expectations. (2021). Meldrum, Andrew ; Aronovich, Alex. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-34.

Full description at Econpapers || Download paper

2022Crisis Liquidity Facilities with Nonbank Counterparties: Lessons from the Term Asset-Backed Securities Loan Facility. (2022). Pence, Karen ; Meisenzahl, Ralf R. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-21.

Full description at Econpapers || Download paper

2023The Effects of Volatility on Liquidity in the Treasury Market. (2023). Sokolinskiy, Oleg ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-28.

Full description at Econpapers || Download paper

2021Federal Reserve Independence: Foundations and Responsibilities: a speech at the Federal Reserve Bank of Cleveland, Cleveland, Ohio (via livestream), November 30, 2021. (2021). Clarida, Richard. In: Speech. RePEc:fip:fedgsq:93418.

Full description at Econpapers || Download paper

2021Measuring Corporate Bond Market Dislocations. (2021). Shachar, Or ; Kovner, Anna ; Crump, Richard ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:89473.

Full description at Econpapers || Download paper

2021The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis. (2021). Martin, Antoine ; Copeland, Adam ; Caglio, Cecilia R. In: Staff Reports. RePEc:fip:fednsr:92032.

Full description at Econpapers || Download paper

2021Reserves Were Not So Ample After All. (2021). Copeland, Adam ; Yang, Yilin ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:92866.

Full description at Econpapers || Download paper

2021COVID Response: The Primary Dealer Credit Facility. (2021). McLaughlin, Susan ; Martin, Antoine. In: Staff Reports. RePEc:fip:fednsr:93072.

Full description at Econpapers || Download paper

2022The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020. (2022). Copeland, Adam ; Searls, Seth ; Keane, Frank M ; Kavoussi, Cullen ; Chaboud, Alain P ; Barone, Jordan. In: Staff Reports. RePEc:fip:fednsr:93852.

Full description at Econpapers || Download paper

2022Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M. In: Staff Reports. RePEc:fip:fednsr:94496.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article63
2010Repo market effects of the Term Securities Lending Facility.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2012Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009 In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article36
2012Federal Reserve liquidity provision during the financial crisis of 2007-2009.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
1999Liquidity in U.S. Treasury Spot and Futures Markets In: CGFS Papers chapters.
[Full Text][Citation analysis]		chapter9
1999The term structure of announcement effects In: BIS Working Papers.
[Full Text][Citation analysis]		paper49
1999The term structure of announcement effects.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information In: Journal of Finance.
[Full Text][Citation analysis]		article322
2005ANOMALOUS BIDDING IN SHORT?TERM TREASURY BILL AUCTIONS* In: Journal of Financial Research.
[Full Text][Citation analysis]		article4
2004Anomalous bidding in short-term Treasury bill auctions.(2004) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014ECB Monetary Operations and the Interbank Repo Market In: Research Technical Papers.
[Full Text][Citation analysis]		paper9
2013ECB monetary operations and the interbank repo market.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2011Repo Market Microstructure in Unusual Monetary Policy Conditions In: Research Technical Papers.
[Full Text][Citation analysis]		paper8
2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper67
2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2020Liquidity and volatility in the U.S. Treasury market In: Journal of Econometrics.
[Full Text][Citation analysis]		article18
2012Liquidity and volatility in the U.S. treasury market.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2018The microstructure of a U.S. Treasury ECN: The BrokerTec platform In: Journal of Financial Markets.
[Full Text][Citation analysis]		article30
2009The microstructure of a U.S. Treasury ECN: the BrokerTec platform.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2008The Microstructure of a U.S. Treasury ECN: The Brokertec Platform.(2008) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2020Intraday market making with overnight inventory costs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article5
2016Intraday market making with overnight inventory costs.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2017Dealer financial conditions and lender-of-last-resort facilities In: Journal of Financial Economics.
[Full Text][Citation analysis]		article40
2014Dealer financial conditions and lender-of-last resort facilities.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2007Dealer behavior in the specials market for US Treasury securities In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article17
2002Are larger Treasury issues more liquid? Evidence from bill reopenings In: Proceedings.
[Citation analysis]		article55
2002Are larger Treasury issues more liquid? Evidence from bill reopenings.(2002) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		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: 55		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.
[Full Text][Citation analysis]		paper11
1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market.(1999) In: Staff Reports.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper10
2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets.(2013) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2018Unlocking the Treasury Market through TRACE In: FEDS Notes.
[Full Text][Citation analysis]		paper5
2018Unlocking the Treasury Market through TRACE.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2018Breaking Down TRACE Volumes Further In: FEDS Notes.
[Full Text][Citation analysis]		paper3
2018Breaking Down TRACE Volumes Further.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2004Repurchase agreements with negative interest rates In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article15
2005What financing data reveal about dealer leverage In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article24
2005Explaining settlement fails In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article17
2007Who buys Treasury securities at auction? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article11
2009The Term Securities Lending Facility: origin, design, and effects In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article34
2010The Federal Reserves foreign exchange swap lines In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article24
2011Income effects of Federal Reserve liquidity facilities In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article3
2013The failure resolution of Lehman Brothers In: Economic Policy Review.
[Full Text][Citation analysis]		article8
2014The Failure Resolution of Lehman Brothers.(2014) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2022The Federal Reserve’s Market Functioning Purchases In: Economic Policy Review.
[Full Text][Citation analysis]		article1
2021The Federal Reserve’s Market Functioning Purchases.(2021) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1997What moves the bond market? In: Economic Policy Review.
[Full Text][Citation analysis]		article196
1997What moves the bond market?.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 196		paper
1997The round-the-clock market for U.S. Treasury securities In: Economic Policy Review.
[Full Text][Citation analysis]		article44
2000The benchmark U.S. Treasury market: recent performance and possible alternatives In: Economic Policy Review.
[Full Text][Citation analysis]		article24
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]		article20
2003Measuring treasury market liquidity In: Economic Policy Review.
[Full Text][Citation analysis]		article198
2001Measuring treasury market liquidity.(2001) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 198		paper
2012The microstructure of the TIPS market In: Economic Policy Review.
[Full Text][Citation analysis]		article18
2009The microstructure of the TIPS market.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2013Trading activity and price transparency in the inflation swap market In: Economic Policy Review.
[Full Text][Citation analysis]		article13
2011How Might Increased Transparency Affect the CDS Market? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012Failure Is No Longer a (Free) Option for Agency Debt and Mortgage-Backed Securities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012The Impact of Trade Reporting on the Interest Rate Derivatives Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Primary Dealers’ Waning Role in Treasury Auctions In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2013How Liquid Is the Inflation Swap Market? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013The Recent Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2013The SOMA Portfolio through Time In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013What if? A Counterfactual SOMA Portfolio In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Transparency and Sources of Information on the Federal Reserve’s Operations, Income, and Balance Sheet In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Information on Dealer Activity in Specific Treasury Issues Now Available In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014At the N.Y. Fed: Workshop on the Risks of Wholesale Funding In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014What Explains the June Spike in Treasury Settlement Fails? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Measuring Settlement Fails In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2015Introduction to a Series on Market Liquidity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2015The Evolution of Workups in the U.S. Treasury Securities Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2015Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2015Changes in the Returns to Market Making In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2015Dealers’ Positions and the Auction Cycle In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Characterizing the Rising Settlement Fails in Seasoned Treasury Securities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Has MBS Market Liquidity Deteriorated? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Continuing the Conversation on Liquidity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2016Is Treasury Market Liquidity Becoming More Concentrated In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Primary Dealer Participation in the Secondary U.S. Treasury Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper3
2016Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2016What’s behind the March Spike in Treasury Fails? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2016A Closer Look at the Federal Reserve’s Securities Lending Program In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017Advent of Trade Reporting for U.S. Treasury Securities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Options of Last Resort In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Dealer Trading and Positioning in Floating Rate Notes In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Do You Know How Your Treasury Trades Are Cleared and Settled? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018U.S. Treasury Market Action on Election Night 2016 In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Price Impact of Trades and Orders in the U.S. Treasury Securities Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019Creditor Recovery in Lehman’s Bankruptcy In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2019How Much Value Was Destroyed by the Lehman Bankruptcy? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019Lehmans Bankruptcy Expenses In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019Customer and Employee Losses in Lehman’s Bankruptcy In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019The Indirect Costs of Lehman’s Bankruptcy In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019Dealer Participation in the TSLF Options Program In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019Assessing the Price Impact of Treasury Market Workups In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2020How Does Tick Size Affect Treasury Market Quality? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020The COVID-19 Pandemic and the Fed’s Response In: Liberty Street Economics.
[Full Text][Citation analysis]		paper5
2020Treasury Market Liquidity during the COVID-19 Crisis In: Liberty Street Economics.
[Full Text][Citation analysis]		paper12
2020Treasury Market Liquidity and the Federal Reserve during the COVID-19 Pandemic In: Liberty Street Economics.
[Full Text][Citation analysis]		paper15
2020How Liquid Is the New 20-Year Treasury Bond? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020How Does the Liquidity of New Treasury Securities Evolve? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020Treasury Market When-Issued Trading Activity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022The Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How Liquid Has the Treasury Market Been in 2022? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023The 2022 Spike in Corporate Security Settlement Fails In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
1995New evidence on the effectiveness of the proxy mechanism In: Research Paper.
[Full Text][Citation analysis]		paper1
1996Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements In: Research Paper.
[Full Text][Citation analysis]		paper6
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]		paper10
2007How do treasury dealers manage their positions? In: Staff Reports.
[Full Text][Citation analysis]		paper13
1998How workers use 401(k) plans: the participation, contribution, and withdrawal decisions In: Staff Reports.
[Full Text][Citation analysis]		paper71
1998How Workers Use 401(K) Plans: The Participation, Contribution, and Withdrawal Decisions.(1998) In: National Tax Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71		article
2011An analysis of CDS transactions: implications for public reporting In: Staff Reports.
[Full Text][Citation analysis]		paper39
2012An analysis of OTC interest rate derivatives transactions: implications for public reporting In: Staff Reports.
[Full Text][Citation analysis]		paper6
2013The Microstructure of Chinas Government Bond Market In: Staff Reports.
[Full Text][Citation analysis]		paper5
2013Price and size discovery in financial markets: evidence from the U.S. Treasury securities market In: Staff Reports.
[Full Text][Citation analysis]		paper6
2019Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market.(2019) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2016Trading activity in the Indian government bond market In: Staff Reports.
[Full Text][Citation analysis]		paper1
1995Preserving firm value through exit: the case of voluntary liquidations In: Staff Reports.
[Full Text][Citation analysis]		paper1
2017The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data In: Staff Reports.
[Full Text][Citation analysis]		paper6
2019Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market In: Staff Reports.
[Full Text][Citation analysis]		paper1
2021The Netting Efficiencies of Marketwide Central Clearing In: Staff Reports.
[Full Text][Citation analysis]		paper2
2022All-to-All Trading in the U.S. Treasury Market In: Staff Reports.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team