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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

Has quantitative easing affected the US Treasury auction market?

Mann, Catherine L.; Klachkin, Oren - In: Atlantic economic journal : AEJ 43 (2015) 1, pp. 135-146

Persistent link: https://www.econbiz.de/10010517070

The interest rate effects of government debt maturity

Chadha, Jagjit; Turner, Philip; Zampolli, Fabrizio - 2013

Persistent link: https://www.econbiz.de/10009765437

US Treasury auction yields during boom, bust, and quantitative easing : role for Fed and foreign purchasers

Mann, Catherine L.; Klachkin, Oren - 2012 - Rev.

Persistent link: https://www.econbiz.de/10009782946

An unconventional assessment of unconventional monetary policy

Reinhart, Vincent - In: The Cato journal : an interdisciplinary journal of … 39 (2019) 2, pp. 349-368

Persistent link: https://www.econbiz.de/10012037068

Global corporate bond issuance : what role for US quantitative easing?

Lo Duca, Marco; Nicoletti, Giulio; Vidal Martínez, Ariadna - In: Journal of international money and finance 60 (2016), pp. 114-150

Persistent link: https://www.econbiz.de/10011660849

Resilience redux in the US Treasury market

Duffie, Darrell - 2023

Persistent link: https://www.econbiz.de/10014476664

The impact of recent central bank asset purchase programmes

Meaning, Jack; Zhu, Feng - In: BIS quarterly review : international banking and … (2011), pp. 73-83

Persistent link: https://www.econbiz.de/10009419353

Quantitative easing and liquidity in the Japanese government bond market

Iwatsubo, Kentaro; Taishi, Tomoki - 2016

Persistent link: https://www.econbiz.de/10011554968

Liquidity, government bonds and sovereign debt crises

Molteni, Francesco - 2015

Persistent link: https://www.econbiz.de/10011414434

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