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Persistent link: https://www.econbiz.de/10001213070

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Persistent link: https://www.econbiz.de/10000860759

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Mortgage refinancing and the concentration of mortgage coupons

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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

Dealer capacity and US treasury market functionality

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

Persistent link: https://www.econbiz.de/10014414405

All-to-all trading in the U.S. treasury market

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Large model comparisons of monetary policy sensitivity

Mosser, Patricia C. - Federal Reserve Bank of New York - 1992

Persistent link: https://www.econbiz.de/10005717251

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