Michael Puglia

Personal Details

First Name:	Michael
Middle Name:
Last Name:	Puglia
Suffix:
RePEc Short-ID:	ppu163
	[This author has chosen not to make the email address public]

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. James Collin Harkrader & Michael Puglia, 2020. "Fixed Income Market Structure: Treasuries vs. Agency MBS," FEDS Notes 2020-08-25, Board of Governors of the Federal Reserve System (U.S.).

   Cited by:

   1. James Collin Harkrader & Michael Puglia, 2020. "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series 2020-096, Board of Governors of the Federal Reserve System (U.S.).

2. James Collin Harkrader & Michael Puglia, 2020. "Retrospective: The Agency MBS Market on October 15, 2014," FEDS Notes 2020-09-24, Board of Governors of the Federal Reserve System (U.S.).

   Cited by:

   1. James Collin Harkrader & Michael Puglia, 2020. "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series 2020-096, Board of Governors of the Federal Reserve System (U.S.).

3. James Collin Harkrader & Michael Puglia, 2020. "Principal Trading Firm Activity in Treasury Cash Markets," FEDS Notes 2020-08-04, Board of Governors of the Federal Reserve System (U.S.).

   Cited by:

   1. Michael J. Fleming & Frank M. Keane, 2021. "The Netting Efficiencies of Marketwide Central Clearing," Staff Reports 964, Federal Reserve Bank of New York.
   2. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2021. "The Federal Reserve’s Market Functioning Purchases," Staff Reports 998, Federal Reserve Bank of New York.
      • Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2022. "The Federal Reserve’s Market Functioning Purchases," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), pages 210-241, July.
   3. James Collin Harkrader & Michael Puglia, 2020. "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series 2020-096, Board of Governors of the Federal Reserve System (U.S.).

4. Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Anthony P. Rodrigues & Or Shachar, 2018. "Unlocking the Treasury Market through TRACE," Liberty Street Economics 20180928b, Federal Reserve Bank of New York.
   • Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Tony Rodrigues & Or Shachar, 2018. "Unlocking the Treasury Market through TRACE," FEDS Notes 2018-09-28-1, Board of Governors of the Federal Reserve System (U.S.).

   Cited by:

   1. De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 112(C).
      • Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020. "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series 2020-032, Board of Governors of the Federal Reserve System (U.S.).
   2. De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Reprint: Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 114(C).
   3. Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.
   4. James Collin Harkrader & Michael Puglia, 2020. "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series 2020-096, Board of Governors of the Federal Reserve System (U.S.).

5. Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Anthony P. Rodrigues & Or Shachar, 2018. "Breaking Down TRACE Volumes Further," Liberty Street Economics 20181129, Federal Reserve Bank of New York.
   • Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Tony Rodrigues & Or Shachar, 2018. "Breaking Down TRACE Volumes Further," FEDS Notes 2018-11-29, Board of Governors of the Federal Reserve System (U.S.).

   Cited by:

   1. Darrell Duffie & Michael Fleming & Frank Keane & Claire Nelson & Or Shachar & Peter Van Tassel, 2023. "Dealer capacity and US Treasury market functionality," BIS Working Papers 1138, Bank for International Settlements.
      • Darrell Duffie & Michael J. Fleming & Frank M. Keane & Claire Nelson & Or Shachar & Peter Van Tassel, 2023. "Dealer Capacity and U.S. Treasury Market Functionality," Staff Reports 1070, Federal Reserve Bank of New York.
   2. Tobias Adrian & Agostino Capponi & Michael J. Fleming & Erik Vogt & Hongzhong Zhang, 2016. "Intraday market making with overnight inventory costs," Staff Reports 799, Federal Reserve Bank of New York.
      • Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong, 2020. "Intraday market making with overnight inventory costs," Journal of Financial Markets, Elsevier, vol. 50(C).
      • Adrian, Tobias & Capponi, Agostino & Vogt, Erik & Zhang, Hongzhong, 2017. "Intraday Market Making with Overnight Inventory Costs," CEPR Discussion Papers 12245, C.E.P.R. Discussion Papers.
   3. Michael J. Fleming & Frank M. Keane, 2021. "The Netting Efficiencies of Marketwide Central Clearing," Staff Reports 964, Federal Reserve Bank of New York.
   4. Broto, Carmen & Lamas, Matías, 2020. "Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries," Economic Modelling, Elsevier, vol. 93(C), pages 217-229.
      • Carmen Broto & Matías Lamas, 2019. "Is market liquidity less resilient after the financial crisis? Evidence for us treasuries," Working Papers 1917, Banco de España.
   5. James Collin Harkrader & Michael Puglia, 2020. "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series 2020-096, Board of Governors of the Federal Reserve System (U.S.).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-FMK: Financial Markets (3) 2020-08-24 2020-09-14 2020-12-07. Author is listed
2. NEP-MST: Market Microstructure (3) 2020-08-24 2020-09-14 2020-12-07. Author is listed
3. NEP-BIG: Big Data (1) 2020-06-15
4. NEP-CBA: Central Banking (1) 2020-02-10
5. NEP-CMP: Computational Economics (1) 2020-06-15
6. NEP-ECM: Econometrics (1) 2020-06-15
7. NEP-FOR: Forecasting (1) 2020-06-15
8. NEP-MAC: Macroeconomics (1) 2020-06-15

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