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Price discovery in the pits : the role of market makers on the CBOT and the Sydney futures exchange
Frino, Alex; Harris, Frederick H. deB.; McInish, Thomas H. - In: The journal of futures markets 24 (2004) 8, pp. 785-804
Persistent link: https://www.econbiz.de/10002138812
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Was there front running during the LTCM crisis?
Cai, Fang - 2003
Persistent link: https://www.econbiz.de/10001746150
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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
Persistent link: https://www.econbiz.de/10003378713
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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
Persistent link: https://www.econbiz.de/10008909439
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Supply contraction and trading protocol : an examination of recent changes in the US Treasury market
Boni, Leslie; Leach, J. Chris - In: Journal of money, credit and banking : JMCB 34 (2002) 3,2, pp. 740-762
Persistent link: https://www.econbiz.de/10001698058
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The impact of dealer failures on primary dealers and on the market for repurchase agreements
Whyte, Ann Marie - In: Review of financial economics : RFE 7 (1998) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10001248698
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Fear and loathing in the market for US Treasuries and the clearing nostrum
Pirrong, Craig - In: Journal of applied corporate finance : JACF 36 (2024) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10014535719
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The market events of mid-September 2019
Afonso, Gara; Cipriani, Marco; Copeland, Adam; Kovner, Anna - In: Economic policy review 27 (2021) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10013329700
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The primary dealer credit facility
Martin, Antoine; MacLaughlin, Susan - In: Economic policy review 28 (2022) 1, pp. 130-138
Persistent link: https://www.econbiz.de/10013329783
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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