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Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets
Chakravarty, Sugato; Sarkar, Asani - Federal Reserve Bank of New York - 1999
We examine the determinants of the realized bid-ask spread in the U.S. corporate, municipal and government bond markets … markets, the bid-ask spread increases in the remaining-time-to maturity of a bond. The corporate bond spread also increases in … credit risk and the age of a bond. The municipal bond spread increases in the after-tax bond yield. Controlling for others …
Persistent link: https://www.econbiz.de/10005726646
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Dollar asset markets: prospects after the crisis
Sack, Brian P. - Federal Reserve Bank of New York - 2010
Remarks at the ACI 2010 World Congress, Sydney, Australia.
Persistent link: https://www.econbiz.de/10010724944
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The high-yield market structure and the impact of security supplies
Fons, Jerome S. - Federal Reserve Bank of New York - 1989
Persistent link: https://www.econbiz.de/10005717179
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Default and liquidity risk in the junk bond market
Hirtle, Beverly - Federal Reserve Bank of New York - 1988
Persistent link: https://www.econbiz.de/10005717257
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Implementing the Federal Reserve's asset purchase program
Sack, Brian P. - Federal Reserve Bank of New York - 2011
Remarks at Global Interdependence Center Central Banking Series Event, Federal Reserve Bank of Philadelphia.
Persistent link: https://www.econbiz.de/10010725012
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Introductory remarks at Workshop on "Fire Sales" as a Driver of Systemic Risk in Tri-Party Repo and Other Secured Funding Markets
Dudley, William C. - Federal Reserve Bank of New York - 2013
Remarks at Workshop on "Fire Sales" as a Driver of Systemic Risk in Tri-Party Repo and Other Secured Funding Markets, Federal Reserve Bank of New York, New York City.
Persistent link: https://www.econbiz.de/10010725018
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Managing the Federal Reserve's balance sheet
Sack, Brian P. - Federal Reserve Bank of New York - 2010
Remarks at 2010 CFA Institute Fixed Income Management Conference, Newport Beach, California.
Persistent link: https://www.econbiz.de/10010724947
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Remarks on the role of central bank interactions with financial markets
Potter, Simon - Federal Reserve Bank of New York - 2012
Remarks at New York University's Stern School of Business, New York City.
Persistent link: https://www.econbiz.de/10010724983
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The microstructure of China's government bond market
Bai, Jennie; Fleming, Michael; Horan, Casidhe - Federal Reserve Bank of New York - 2013
Although China now has one of the largest government bond markets in the world, the market has received relatively … trading in individual bonds was historically sparse but has increased markedly in recent years. We find also that certain … actively traded bonds. …
Persistent link: https://www.econbiz.de/10010667569
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What moves the bond market?
Fleming, Michael J.; Remolona, Eli M. - Federal Reserve Bank of New York - 1997
25 largest price moves and 25 greatest trading surges to just-released announcements. The bond market's response to …
Persistent link: https://www.econbiz.de/10005387319