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The Treasury market in spring 2020 and the response of the Federal Reserve
Citations
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Cited by:
- Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
- Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024. "Entry and Exit in Treasury Auctions," Staff Working Papers 24-29, Bank of Canada.
- Ron Alquist & Karlye Dilts Stedman & R. Jay Kahn, 2022. "Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege," Research Working Paper RWP 22-08, Federal Reserve Bank of Kansas City.
- Acharya, Viral V. & Plantin, Guillaume & Reggiani, Pietro & Yao, Iris, 2024. "Monetary easing, lack of investment and financial instability," Journal of Financial Intermediation, Elsevier, vol. 59(C).
- 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.
- 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.
- Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2023.
"The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 29(3), pages 1-29, December.
- Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2022. "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Staff Reports 1010, Federal Reserve Bank of New York.
- Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2022. "When It Rains, It Pours: Cyber Risk and Financial Conditions," Staff Reports 1022, Federal Reserve Bank of New York.
- Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.
- Orkideh Gharehgozli & Sunhyung Lee, 2022. "Money Supply and Inflation after COVID-19," Economies, MDPI, vol. 10(5), pages 1-14, April.
- Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2023.
"Stress relief? Funding structures and resilience to the covid shock,"
Journal of Monetary Economics, Elsevier, vol. 137(C), pages 47-81.
- Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2022. "Stress relief? Funding structures and resilience to the Covid Shock," Bank of England working papers 1003, Bank of England.
- Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2023. "Stress Relief?: Funding Structures and Resilience to the Covid Shock," NBER Working Papers 31255, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2023. "Stress Relief? Funding Structures and Resilience to the Covid Shock," CEPR Discussion Papers 17852, C.E.P.R. Discussion Papers.
- Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2023. "Stress Relief? Funding Structures and Resilience to the Covid Shock," Staff Working Papers 23-7, Bank of Canada.
- Fabienne Schneider, 2024. "On-the-run Premia, Settlement Fails, and Central Bank Access," Working Papers 24.05, Swiss National Bank, Study Center Gerzensee.
- Zhuang, Yangyang & Zhang, Ditian & Tang, Pan & Peng, Hongjuan, 2024. "Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023.
"Money market funds and the pricing of near-money assets,"
BIS Working Papers
1096, Bank for International Settlements.
- Doerr, Sebastian & Eren, Egemen & Malamud, Semyon, 2024. "Money Market Funds and the Pricing of Near-Money Assets," CEPR Discussion Papers 18813, C.E.P.R. Discussion Papers.
- Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023. "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series 23-04, Swiss Finance Institute.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023.
"Non-bank financial intermediaries and financial stability,"
Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170,
Edward Elgar Publishing.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
- Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022. "Non-bank Financial Intermediaries and Financial Stability," CEPR Discussion Papers 16962, C.E.P.R. Discussion Papers.
- Ralf R. Meisenzahl & Karen M. Pence, 2022. "Crisis Liquidity Facilities with Nonbank Counterparties: Lessons from the Term Asset-Backed Securities Loan Facility," Finance and Economics Discussion Series 2022-021, Board of Governors of the Federal Reserve System (U.S.).
- Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
- repec:diw:diwwpp:dp2058 is not listed on IDEAS
- Riedler, Jesper & Koziol, Tina, 2021. "Scaling, unwinding and greening QE in a calibrated portfolio balance model," ZEW Discussion Papers 21-086, ZEW - Leibniz Centre for European Economic Research.
- Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2023.
"Margins, debt capacity, and systemic risk,"
CEPR Discussion Papers
18570, C.E.P.R. Discussion Papers.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Margins, debt capacity, and systemic risk," BIS Working Papers 1121, Bank for International Settlements.
- Semeyutin, Artur & Downing, Gareth, 2022. "Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Choi, Dong Beom & Yorulmazer, Tanju, 2024. "Whatever it takes? Market maker of last resort and its fragility," Journal of Financial Intermediation, Elsevier, vol. 60(C).
- Ari Kutai & Daniel Nathan & Milena Wittwer, 2024. "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers 2024.03, Bank of Israel.
- Guillermo Calvo & Andrés Velasco, 2021. "Joined at the hip: monetary and fiscal policy in a liquidity-dependent world," BIS Working Papers 967, Bank for International Settlements.
- Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
- Collender, Sierra & Gan, Baoqing & Nikitopoulos, Christina S. & Richards, Kylie-Anne & Ryan, Laura, 2023. "Climate transition risk in sovereign bond markets," Global Finance Journal, Elsevier, vol. 57(C).
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023.
"Dollar Trinity and the Global Financial Cycle,"
Discussion Papers of DIW Berlin
2058, DIW Berlin, German Institute for Economic Research.
- Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2023. "Dollar Trinity and the Global Financial Cycle," CEPR Discussion Papers 18427, C.E.P.R. Discussion Papers.