Liquidity, volatility, and flights to safety in the U.S. treasury market: evidence from a new class of dynamic order book models
Year of publication: |
2012
|
---|---|
Authors: | Engle, Robert ; Fleming, Michael ; Ghysels, Eric ; Nguyen, Giang |
Institutions: | Federal Reserve Bank of New York |
Subject: | Liquidity (Economics) | Government securities | Treasury bonds | Financial crises | Bonds - Prices |
-
Remarks on the role of central bank interactions with financial markets
Potter, Simon, (2012)
-
Dollar asset markets: prospects after the crisis
Sack, Brian P., (2010)
-
Remarks on the role of central bank interactions with financial markets
Potter, Simon, (2012)
- More ...
-
Engle, Robert, (2012)
-
Engle, Robert F., (2012)
-
Liquidity and volatility in the US treasury market
Nguyen, Giang H., (2020)
- More ...