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Persistent link: https://www.econbiz.de/10002138812

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Cai, Fang - 2003

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Automation versus intermediation : evidence from treasuries going off the run

Barclay, Michael J.; Hendershott, Terrence; Kotz, Kenneth - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2395-2414

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Collateral values by asset class : evidence from primary securities dealers

Bartolini, Leonardo; Hilton, Spence; Sundaresan, Suresh M. - In: The review of financial studies 24 (2011) 1, pp. 248-278

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Supply contraction and trading protocol : an examination of recent changes in the US Treasury market

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The impact of dealer failures on primary dealers and on the market for repurchase agreements

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Fear and loathing in the market for US Treasuries and the clearing nostrum

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The market events of mid-September 2019

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The primary dealer credit facility

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Dealer capacity and U.S. treasury market functionality

Duffie, Darrell; Fleming, Michael J.; Keane, Frank; … - 2023 - Revised October 2023

We show a significant loss in U.S. Treasury market functionality when intensive use of dealer balance sheets is needed to intermediate bond markets, as in March 2020. Although yield volatility explains most of the variation in Treasury market liquidity over time, when dealer balance sheet...

Persistent link: https://www.econbiz.de/10014393396

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