20
H index
32
i10 index
1699
Citations
Federal Reserve Bank of New York (50% share) | 20 H index 32 i10 index 1699 Citations RESEARCH PRODUCTION: 29 Articles 102 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael J. Fleming. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Policy Review | 9 |
Current Issues in Economics and Finance | 7 |
Journal of Financial Markets | 2 |
Working Papers Series with more than one paper published | # docs |
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Liberty Street Economics / Federal Reserve Bank of New York | 61 |
Staff Reports / Federal Reserve Bank of New York | 29 |
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.) | 3 |
Research Paper / Federal Reserve Bank of New York | 3 |
Research Technical Papers / Central Bank of Ireland | 2 |
Year | Title of citing document |
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2022 | THE 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 |
2022 | Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182. Full description at Econpapers || Download paper |
2022 | Bailout Stigma. (2020). Choe, Chongwoo ; Rhee, Keeyoung ; Che, Yeon-Koo. In: Papers. RePEc:arx:papers:2006.05640. Full description at Econpapers || Download paper |
2022 | Exploring 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 |
2023 | Macroscopic Market Making. (2023). Nam, Kihun ; Jin, Shijia ; Guo, Ivan. In: Papers. RePEc:arx:papers:2307.14129. Full description at Econpapers || Download paper |
2022 | Central 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 |
2023 | Investor 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 |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper |
2022 | The 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 |
2023 | The 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 |
2023 | Macroeconomic 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 |
2022 | Size 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 |
2022 | . Full description at Econpapers || Download paper |
2023 | Wind-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 |
2022 | Herding 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 |
2022 | Central 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 |
2022 | Price 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 |
2023 | Expectation dispersion, uncertainty, and the reaction to news. (2023). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000697. Full description at Econpapers || Download paper |
2023 | Detecting 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 |
2023 | A 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 |
2022 | Dynamics 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 |
2022 | Intraday 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 |
2022 | Persistence 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 |
2022 | Foreign 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 |
2022 | Fast 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 |
2022 | Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ãdegaard, 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 |
2022 | COVID-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 |
2023 | Investor 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 |
2022 | The 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 |
2022 | Illiquidity 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 |
2022 | Does 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 |
2022 | Private 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 |
2023 | The 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 |
2022 | Treasury 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 |
2022 | Sitting 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 |
2022 | Endogenous 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 |
2022 | Cyber 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 |
2022 | Who 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 |
2022 | Asset 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 |
2023 | Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482. Full description at Econpapers || Download paper |
2022 | The 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 |
2023 | Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints. (2023). Sundaresan, Suresh ; Klingler, Sven. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:55-69. Full description at Econpapers || Download paper |
2022 | Order 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 |
2023 | Pricing 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 |
2022 | Liquidity 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 |
2022 | Liquidity 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 |
2022 | Resolution 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 |
2022 | Collateralized 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 |
2022 | Cant 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 |
2022 | Crisis 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 |
2023 | The 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 |
2023 | The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660. Full description at Econpapers || Download paper |
2022 | The 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 |
2022 | Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M. In: Staff Reports. RePEc:fip:fednsr:94496. Full description at Econpapers || Download paper |
2023 | Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:96553. Full description at Econpapers || Download paper |
2022 | Anticipated and Repeated Shocks in Liquid Markets. (2011). ZHANG, JINFAN ; Yan, Hongjun ; Lou, Dong. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp684. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2023 | The Power of Financial Incentives versus the Power of Suggestion for Individual Pension: Are Financial Incentives or Automatic Enrollment Policies More Effective?. (2023). Yanıkkaya, Halit ; Iti, Sadettin Haluk ; Koral, Zeynep Akta ; Yanikkaya, Halit. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3652-:d:1070721. Full description at Econpapers || Download paper |
2023 | Cashing Out Retirement Savings at Job Separation. (2023). Lynch, John G ; Zhai, Muxin ; Wang, Yanwen. In: Marketing Science. RePEc:inm:ormksc:v:42:y:2023:i:4:p:679-703. Full description at Econpapers || Download paper |
2023 | Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263. Full description at Econpapers || Download paper |
2023 | Leveraged Exchange-Traded Funds with Market Closure and Frictions. (2023). Yang, Chen ; Soner, Mete H ; Kou, Steven ; Dai, Min. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2517-2535. Full description at Econpapers || Download paper |
2022 | The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit. (2022). Kadiric, Samir. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:2:d:10.1007_s10368-022-00535-8. Full description at Econpapers || Download paper |
2022 | Treasury Supply Shocks and the Term Structure of Interest Rates in the UK. (2022). Lengyel, Andras. In: MNB Working Papers. RePEc:mnb:wpaper:2022/6. Full description at Econpapers || Download paper |
2022 | Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium*. (2022). Pancost, Aaron N ; Damico, Stefania. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:1:p:117-162.. Full description at Econpapers || Download paper |
2023 | Determinants of bid-ask spread in emerging sovereign bond markets. (2023). Tokmakiolu, Kaya ; Su, Emre. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00305-4. Full description at Econpapers || Download paper |
2022 | The bond market impact of the South African Reserve Bank bond purchase programme. (2022). Steenkamp, Daan ; van Jaarsveld, Rossouw ; van Vuuren, Henk Janse ; Havemann, Roy. In: Working Papers. RePEc:rbz:wpaper:11024. Full description at Econpapers || Download paper |
2022 | Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach. (2022). Racicot, François-Ãric ; Theoret, Raymond. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00316-3. Full description at Econpapers || Download paper |
2023 | Size and liquidity of government securities in India. (2023). N. R. V. V. M. K. Rajendra Kumar, ; Chander, Jai ; Dayanandan, Ajit. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:1:d:10.1007_s41775-023-00178-9. Full description at Econpapers || Download paper |
2023 | From Bazooka to Backstop: The Political Economy of Standing Swap Facilities. (2023). Richtmann, Mathis L ; Steininger, Lea. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp334. Full description at Econpapers || Download paper |
2023 | From Bazooka to Backstop: The Political Economy of Standing Swap Facilities. (2023). Steininger, Lea ; Richtmann, Mathis L. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:35833590. Full description at Econpapers || Download paper |
2022 | The Janus view: Do market participants looking into the past impact foreign exchange volatility?. (2022). Trivedi, Smita Roy. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3990-4001. Full description at Econpapers || Download paper |
2022 | One session options: Playing the announcement lottery?. (2022). Robertson, Cameron D ; Liu, Zhangxin ; Smales, Lee A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:192-211. Full description at Econpapers || Download paper |
2022 | The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach. (2022). Schoenemann, Gregor Helmut. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:446-471. Full description at Econpapers || Download paper |
2022 | Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt. (2022). Beetsma, Roel ; R. M. W. J. BEETSMA, ; J. J. M. VAN SPRONSEN, . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:169-202. Full description at Econpapers || Download paper |
2022 | Demand Shocks for Public Debt in the Eurozone. (2022). Giuliodori, Massimo ; Lengyel, Andras. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:7:p:1997-2028. Full description at Econpapers || Download paper |
2023 | Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214. Full description at Econpapers || Download paper |
2022 | The Eurosystems asset purchase programmes, securities lending and Bund specialness. (2022). Schlepper, Kathi ; Speck, Christian ; Baltzer, Markus. In: Discussion Papers. RePEc:zbw:bubdps:392022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Repo Market Effects of the Term Securities Lending Facility In: American Economic Review. [Full Text][Citation analysis] | article | 64 |
2010 | Repo market effects of the Term Securities Lending Facility.(2010) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2012 | Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009 In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 36 |
2012 | Federal 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 | |
1999 | Liquidity in U.S. Treasury Spot and Futures Markets In: CGFS Papers chapters. [Full Text][Citation analysis] | chapter | 9 |
1999 | The term structure of announcement effects In: BIS Working Papers. [Full Text][Citation analysis] | paper | 49 |
1999 | The term structure of announcement effects.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
1999 | Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information In: Journal of Finance. [Full Text][Citation analysis] | article | 326 |
2005 | ANOMALOUS BIDDING IN SHORT?TERM TREASURY BILL AUCTIONS* In: Journal of Financial Research. [Full Text][Citation analysis] | article | 4 |
2004 | Anomalous bidding in short-term Treasury bill auctions.(2004) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2014 | ECB Monetary Operations and the Interbank Repo Market In: Research Technical Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | ECB monetary operations and the interbank repo market.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2011 | Repo Market Microstructure in Unusual Monetary Policy Conditions In: Research Technical Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Market Liquidity after the Financial Crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
2017 | Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2016 | Market liquidity after the financial crisis.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2020 | Liquidity and volatility in the U.S. Treasury market In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
2012 | Liquidity and volatility in the U.S. treasury market.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2018 | The microstructure of a U.S. Treasury ECN: The BrokerTec platform In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 32 |
2009 | The 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: 32 | paper | |
2008 | The 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: 32 | paper | |
2020 | Intraday market making with overnight inventory costs In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 8 |
2016 | Intraday market making with overnight inventory costs.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Dealer financial conditions and lender-of-last-resort facilities In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 40 |
2014 | Dealer 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 | |
2007 | Dealer behavior in the specials market for US Treasury securities In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 17 |
2002 | Are larger Treasury issues more liquid? Evidence from bill reopenings In: Proceedings. [Citation analysis] | article | 57 |
2002 | Are larger Treasury issues more liquid? Evidence from bill reopenings.(2002) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2002 | Are 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: 57 | article | |
1999 | Heat 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] | paper | 11 |
1999 | Heat 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 | |
2013 | Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets In: FEDS Notes. [Full Text][Citation analysis] | paper | 11 |
2013 | Dealer 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: 11 | paper | |
2018 | Unlocking the Treasury Market through TRACE In: FEDS Notes. [Full Text][Citation analysis] | paper | 5 |
2018 | Unlocking the Treasury Market through TRACE.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Breaking Down TRACE Volumes Further In: FEDS Notes. [Full Text][Citation analysis] | paper | 4 |
2018 | Breaking Down TRACE Volumes Further.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2004 | Repurchase agreements with negative interest rates In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 22 |
2005 | What financing data reveal about dealer leverage In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 28 |
2005 | Explaining settlement fails In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 22 |
2007 | Who buys Treasury securities at auction? In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 14 |
2009 | The Term Securities Lending Facility: origin, design, and effects In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 34 |
2010 | The Federal Reserves foreign exchange swap lines In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 25 |
2011 | Income effects of Federal Reserve liquidity facilities In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2013 | The failure resolution of Lehman Brothers In: Economic Policy Review. [Full Text][Citation analysis] | article | 8 |
2014 | The Failure Resolution of Lehman Brothers.(2014) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2022 | The Federal Reserve’s Market Functioning Purchases In: Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
2021 | The Federal Reserve’s Market Functioning Purchases.(2021) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1997 | What moves the bond market? In: Economic Policy Review. [Full Text][Citation analysis] | article | 196 |
1997 | What moves the bond market?.(1997) In: Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
1997 | The round-the-clock market for U.S. Treasury securities In: Economic Policy Review. [Full Text][Citation analysis] | article | 44 |
2000 | The benchmark U.S. Treasury market: recent performance and possible alternatives In: Economic Policy Review. [Full Text][Citation analysis] | article | 24 |
2002 | When 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] | article | 20 |
2003 | Measuring treasury market liquidity In: Economic Policy Review. [Full Text][Citation analysis] | article | 200 |
2001 | Measuring treasury market liquidity.(2001) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 200 | paper | |
2012 | The microstructure of the TIPS market In: Economic Policy Review. [Full Text][Citation analysis] | article | 18 |
2009 | The microstructure of the TIPS market.(2009) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Trading activity and price transparency in the inflation swap market In: Economic Policy Review. [Full Text][Citation analysis] | article | 13 |
2011 | How Might Increased Transparency Affect the CDS Market? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | Failure Is No Longer a (Free) Option for Agency Debt and Mortgage-Backed Securities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | The Impact of Trade Reporting on the Interest Rate Derivatives Market In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Primary Dealers’ Waning Role in Treasury Auctions In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2013 | How Liquid Is the Inflation Swap Market? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | The Recent Bond Market Selloff in Historical Perspective In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2013 | The SOMA Portfolio through Time In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | What if? A Counterfactual SOMA Portfolio In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Transparency and Sources of Information on the Federal Reserve’s Operations, Income, and Balance Sheet In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Information on Dealer Activity in Specific Treasury Issues Now Available In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | At the N.Y. Fed: Workshop on the Risks of Wholesale Funding In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | What Explains the June Spike in Treasury Settlement Fails? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Measuring Settlement Fails In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2015 | Introduction to a Series on Market Liquidity In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2015 | The Evolution of Workups in the U.S. Treasury Securities Market In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2015 | Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2015 | Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2015 | Changes in the Returns to Market Making In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2015 | Dealers’ Positions and the Auction Cycle In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Characterizing the Rising Settlement Fails in Seasoned Treasury Securities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Has MBS Market Liquidity Deteriorated? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Continuing the Conversation on Liquidity In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2016 | Is Treasury Market Liquidity Becoming More Concentrated In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Primary Dealer Participation in the Secondary U.S. Treasury Market In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
2016 | Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2016 | What’s behind the March Spike in Treasury Fails? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2016 | A Closer Look at the Federal Reserve’s Securities Lending Program In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Advent of Trade Reporting for U.S. Treasury Securities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Options of Last Resort In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Dealer Trading and Positioning in Floating Rate Notes In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Do You Know How Your Treasury Trades Are Cleared and Settled? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | U.S. Treasury Market Action on Election Night 2016 In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Price Impact of Trades and Orders in the U.S. Treasury Securities Market In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Creditor Recovery in Lehman’s Bankruptcy In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2019 | How Much Value Was Destroyed by the Lehman Bankruptcy? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Lehmans Bankruptcy Expenses In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Customer and Employee Losses in Lehman’s Bankruptcy In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | The Indirect Costs of Lehman’s Bankruptcy In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Dealer Participation in the TSLF Options Program In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Assessing the Price Impact of Treasury Market Workups In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2020 | How Does Tick Size Affect Treasury Market Quality? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | The COVID-19 Pandemic and the Fed’s Response In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 5 |
2020 | Treasury Market Liquidity during the COVID-19 Crisis In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 12 |
2020 | Treasury Market Liquidity and the Federal Reserve during the COVID-19 Pandemic In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 16 |
2020 | How Liquid Is the New 20-Year Treasury Bond? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | How Does the Liquidity of New Treasury Securities Evolve? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Treasury Market When-Issued Trading Activity In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | The Bond Market Selloff in Historical Perspective In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | How Liquid Has the Treasury Market Been in 2022? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | The 2022 Spike in Corporate Security Settlement Fails In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
1995 | New evidence on the effectiveness of the proxy mechanism In: Research Paper. [Full Text][Citation analysis] | paper | 1 |
1996 | Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements In: Research Paper. [Full Text][Citation analysis] | paper | 6 |
2001 | Financial market implications of the federal debt paydown In: Staff Reports. [Full Text][Citation analysis] | paper | 14 |
1997 | Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
2007 | How do treasury dealers manage their positions? In: Staff Reports. [Full Text][Citation analysis] | paper | 14 |
1998 | How workers use 401(k) plans: the participation, contribution, and withdrawal decisions In: Staff Reports. [Full Text][Citation analysis] | paper | 72 |
1998 | How 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: 72 | article | |
2011 | An analysis of CDS transactions: implications for public reporting In: Staff Reports. [Full Text][Citation analysis] | paper | 39 |
2012 | An analysis of OTC interest rate derivatives transactions: implications for public reporting In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
2013 | The Microstructure of Chinas Government Bond Market In: Staff Reports. [Full Text][Citation analysis] | paper | 5 |
2013 | Price and size discovery in financial markets: evidence from the U.S. Treasury securities market In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
2019 | Price 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 | |
2016 | Trading activity in the Indian government bond market In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
1995 | Preserving firm value through exit: the case of voluntary liquidations In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2017 | The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
2019 | Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2021 | The Netting Efficiencies of Marketwide Central Clearing In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2022 | All-to-All Trading in the U.S. Treasury Market In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
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