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~isPartOf:"Finance and economics discussion series"
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ECONIS (ZBW)
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1
Reaching for duration and leverage in the Treasury market
Barth, Daniel
;
Kahn, R. Jay
;
Monin, Phillip
; …
-
2024
Persistent link: https://www.econbiz.de/10015055827
Saved in:
2
Why have long-term treasury yields fallen since the 1980s? : expected short rates and term premiums in (quasi-) real time
Kiley, Michael T.
-
2024
-
Final version
Persistent link: https://www.econbiz.de/10015056293
Saved in:
3
Balance-sheet netting in U.S. Treasury markets and central clearing
Bowman, David
;
Huh, Yesol
;
Infante, Sebastian
-
2024
Persistent link: https://www.econbiz.de/10015056345
Saved in:
4
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
5
Hedge fund treasury trading and funding fragility : evidencefrom the COVID-19 crisis
Kruttli, Mathias S.
;
Monin, Phillip J.
;
Petrasek, Lubomir
; …
-
2021
Persistent link: https://www.econbiz.de/10012609327
Saved in:
6
Treasury safety, liquidity, and money premium dynamics : evidence from recent debt limit impasses
Cashin, David
;
Syron Ferris, Erin E.
;
Klee, Elizabeth
-
2020
Persistent link: https://www.econbiz.de/10012388235
Saved in:
7
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
Saved in:
8
Price discovery in the U.S. Treasury cash market : on principal trading firms and dealers
Harkrader, James Collin
;
Puglia, Michael
-
2020
Persistent link: https://www.econbiz.de/10012389832
Saved in:
9
What drives U.S. Treasury re-use?
Infante, Sebastian
;
Saravay, Zack
-
2020
Persistent link: https://www.econbiz.de/10012389847
Saved in:
10
Machine learning, the Treasury yield curve and recession forecasting
Puglia, Michael
;
Tucker, Adam
-
2019
Persistent link: https://www.econbiz.de/10012388624
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