The microstructure of a U.S. Treasury ECN: the BrokerTec platform
Year of publication: |
2009
|
---|---|
Authors: | Fleming, Michael J. ; Mizrach, Bruce |
Institutions: | Federal Reserve Bank of New York |
Subject: | Government securities | Treasury bonds | Stock - Prices |
-
Fleming, Michael, (2013)
-
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures
Menkveld, Albert J., (2007)
-
From t-bills to common stocks: investigating the generality of intra- week return seasonality
Flannery, Mark J., (1987)
- More ...
-
Dealer financial conditions and lender-of-last resort facilities
Acharya, Viral V., (2014)
-
ECB monetary operations and the interbank repo market
Dunne, Peter G., (2013)
-
Federal Reserve liquidity provision during the financial crisis of 2007-2009
Fleming, Michael J., (2012)
- More ...