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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

Dealer capacity and U.S. treasury market functionality

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

market liquidity over time, when dealer balance sheet utilization reaches sufficiently high levels, liquidity is much worse …

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

Do primary dealer funding constraints impact sovereign bond liquidity and yields : evidence for nine Euro area countries

Ferrari, Massimo; Stolz, Stéphanie Marie; Wedow, Michael - In: Empirical economics : a journal of the Institute for … 56 (2019) 6, pp. 1855-1891

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A composite indicator of sovereign bond market liquidity in the euro area

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Price elasticity of demand and risk-bearing capacity in sovereign bond auctions

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Can EU bonds serve as euro- denominated safe assets?

Bletzinger, Tilman; Greif, William; Schwaab, Bernd - 2022

and NGEU initiatives helped improve EU bonds' market liquidity from previously low levels, also reducing liquidity risk … premia. Eurosystem purchases and holdings of EU bonds did not impair market liquidity. Currently, one obstacle to EU bonds …