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Bank commitment relationships, cash flow constraints, and liquidity management

Morgan, Donald P. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001512185

Currency orders and exchange-rate dynamics : explaining the success of technical analysis

Osler, Carol (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001591409

Estimating probabilities of default

Schuermann, Til (contributor); Hanson, Samuel G. (contributor) - 2004 - [Elektronische Ressource]

"--Federal Reserve Bank of New York web site …

Persistent link: https://www.econbiz.de/10002521762

Are larger treasury issues more liquid? : Evidence from bill reopenings

Fleming, Michael J. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656398

Common determinants of bond and stock market liquidity : the impact of financial crises, monetary policy, and mutual fund flows

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2001 - [Elektronische Ressource]

, but during financial crises, U.S. government bond funds see higher inflows, resulting in increased bond market liquidity …We study common determinants of daily bid-ask spreads and trading volume for the bond and stock markets over the 1991 … spreads, and lagged volume. During periods of financial crisis, stock and bond spreads and volume are more volatile and become …

Persistent link: https://www.econbiz.de/10001629622

One reason countries pay their debts : renegotiation and international trade

Rose, Andrew (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001629624

An empirical analysis of stock and bond market liquidity

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2003 - [Elektronische Ressource]

This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days …. Innovations to stock and bond market liquidity and volatility prove to be significantly correlated, suggesting that common factors … important role in forecasting stock and bond liquidity. The results establish a link between “macro” liquidity, or money flows …

Persistent link: https://www.econbiz.de/10001752003

Financial market implications of the Federal debt paydown

Fleming, Michael J. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001589547

Measuring treasury market liquidity

Fleming, Michael J. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001590059

ECB monetary operations and the interbank repo market

Dunne, Peter G.; Fleming, Michael J.; Zholos, Andrey - Federal Reserve Bank of New York - 2013

We examine the relationship between monetary policy operations and interbank borrowing and lending of funds using sovereign bonds as collateral. We first establish that, in the precrisis period, there are important but rather weak relations between these funding sources and that this...

Persistent link: https://www.econbiz.de/10010732481