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Michael J. Fleming

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This is information that was supplied by Michael Fleming in registering through RePEc. If you are Michael J. Fleming , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Michael
Middle Name: J.
Last Name: Fleming
Suffix:

RePEc Short-ID: pfl35

Email:
Homepage: http://www.newyorkfed.org/research/economists/fleming
Postal Address:
Phone:

Affiliation

(50%) Federal Reserve Bank of New York
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/
Email:
Phone:
Fax:
Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:frbnyus (more details at EDIRC)
(50%) Research and Statistics Group
Federal Reserve Bank of New York
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/research/
Email:
Phone:
Fax:
Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:rfrbnus (more details at EDIRC)

Works

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Working papers

  1. Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani, 2014. "Dealer financial conditions and lender-of-last resort facilities," Staff Reports 673, Federal Reserve Bank of New York.
  2. Michael Fleming & Giang Nguyen, 2013. "Order flow segmentation and the role of dark trading in the price discovery of U.S. treasury securities," Staff Reports 624, Federal Reserve Bank of New York.
  3. Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey, 2013. "ECB monetary operations and the interbank repo market," Staff Reports 654, Federal Reserve Bank of New York.
  4. Jennie Bai & Michael Fleming & Casidhe Horan, 2013. "The microstructure of China's government bond market," Staff Reports 622, Federal Reserve Bank of New York.
  5. Michael J. Fleming, 2012. "Federal Reserve liquidity provision during the financial crisis of 2007-2009," Staff Reports 563, Federal Reserve Bank of New York.
  6. Robert Engle & Michael Fleming & Eric Ghysels & Giang Nguyen, 2012. "Liquidity, volatility, and flights to safety in the U.S. treasury market: evidence from a new class of dynamic order book models," Staff Reports 590, Federal Reserve Bank of New York.
  7. Michael Fleming & John Jackson & Ada Li & Asani Sarkar & Patricia Zobel, 2012. "An analysis of OTC interest rate derivatives transactions: implications for public reporting," Staff Reports 557, Federal Reserve Bank of New York.
  8. Dunne, Peter & Fleming, Michael J. & Zholos, Andrey, 2011. "Repo Market Microstructure in Unusual Monetary Policy Conditions," Research Technical Papers 8/RT/11, Central Bank of Ireland.
  9. Kathryn Chen & Michael Fleming & John Jackson & Ada Li & Asani Sarkar, 2011. "An analysis of CDS transactions: implications for public reporting," Staff Reports 517, Federal Reserve Bank of New York.
  10. Michael J. Fleming & Warren B. Hrung & Frank M. Keane, 2010. "Repo market effects of the Term Securities Lending Facility," Staff Reports 426, Federal Reserve Bank of New York.
  11. Michael J. Fleming & Neel Krishnan, 2009. "The microstructure of the TIPS market," Staff Reports 414, Federal Reserve Bank of New York.
  12. Michael Fleming & Bruce Mizrach, 2008. "The Microstructure of a U.S. Treasury ECN: The Brokertec Platform," Departmental Working Papers 200803, Rutgers University, Department of Economics.
  13. Michael J. Fleming & Joshua V. Rosenberg, 2007. "How do treasury dealers manage their positions?," Staff Reports 299, Federal Reserve Bank of New York.
  14. Michael J. Fleming & Kenneth D. Garbade & Frank Keane, 2004. "Anomalous bidding in short-term Treasury bill auctions," Staff Reports 184, Federal Reserve Bank of New York.
  15. Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Staff Reports 145, Federal Reserve Bank of New York.
  16. Michael J. Fleming, 2001. "Financial market implications of the federal debt paydown," Staff Reports 120, Federal Reserve Bank of New York.
  17. Michael J. Fleming, 2001. "Measuring treasury market liquidity," Staff Reports 133, Federal Reserve Bank of New York.
  18. Michael J. Fleming & Jose A. Lopez, 1999. "Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market," Staff Reports 82, Federal Reserve Bank of New York.
  19. Michael J. Fleming & Eli M. Remolona, 1999. "The term structure of announcement effects," Staff Reports 76, Federal Reserve Bank of New York.
  20. William F. Bassett & Michael J. Fleming & Anthony P. Rodrigues, 1998. "How workers use 401(k) plans: the participation, contribution, and withdrawal decisions," Staff Reports 38, Federal Reserve Bank of New York.
  21. Michael J. Fleming & Eli M. Remolona, 1997. "What moves the bond market?," Research Paper 9706, Federal Reserve Bank of New York.
  22. Michael J. Fleming & Eli M. Remolona, 1997. "Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements," Staff Reports 27, Federal Reserve Bank of New York.
  23. Michael J. Fleming & Eli M. Remolona, 1996. "Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements," Research Paper 9633, Federal Reserve Bank of New York.
  24. Michael J. Fleming & John J. Moon, 1995. "Preserving firm value through exit: the case of voluntary liquidations," Staff Reports 8, Federal Reserve Bank of New York.
  25. Michael J. Fleming, 1995. "New evidence on the effectiveness of the proxy mechanism," Research Paper 9503, Federal Reserve Bank of New York.

Articles

  1. Michael J. Fleming & John R. Sporn, 2013. "Trading activity and price transparency in the inflation swap market," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 45-57.
  2. Michael J. Fleming, 2012. "Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 161-177, October.
  3. Michael J. Fleming & Neel Krishnan, 2012. "The microstructure of the TIPS market," Economic Policy Review, Federal Reserve Bank of New York, issue Mar, pages 27-45.
  4. Michael J. Fleming & Nicholas J. Klagge, 2011. "Income effects of Federal Reserve liquidity facilities," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 17(Feb).
  5. Michael J. Fleming & Warren B. Hrung & Frank M. Keane, 2010. "Repo Market Effects of the Term Securities Lending Facility," American Economic Review, American Economic Association, vol. 100(2), pages 591-96, May.
  6. Michael J. Fleming & Nicholas J. Klagge, 2010. "The Federal Reserve's foreign exchange swap lines," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 16(Apr).
  7. Michael J. Fleming & Warren B. Hrung & Frank M. Keane, 2009. "The Term Securities Lending Facility: origin, design, and effects," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 15(Feb).
  8. Michael J. Fleming, 2007. "Who buys Treasury securities at auction?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 13(Jan).
  9. Fleming, Michael J. & Garbade, Kenneth D., 2007. "Dealer behavior in the specials market for US Treasury securities," Journal of Financial Intermediation, Elsevier, vol. 16(2), pages 204-228, April.
  10. Michael J. Fleming & Kenneth D. Garbade & Frank Keane, 2005. "Anomalous Bidding In Short-Term Treasury Bill Auctions," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 28(2), pages 165-176.
  11. Tobias Adrian & Michael J. Fleming, 2005. "What financing data reveal about dealer leverage," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 11(Mar).
  12. Michael J. Fleming & Kenneth D. Garbade, 2005. "Explaining settlement fails," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 11(Sep).
  13. Michael J. Fleming & Kenneth D. Garbade, 2004. "Repurchase agreements with negative interest rates," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 10(Apr).
  14. Michael J. Fleming, 2003. "Measuring treasury market liquidity," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 83-108.
  15. Fleming, Michael J, 2002. "Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 707-35, August.
  16. Michael J. Fleming & Kenneth D. Garbade, 2002. "When the back office moved to the front burner: settlement fails in the treasury market after 9/11," Economic Policy Review, Federal Reserve Bank of New York, issue Nov, pages 35-57.
  17. Michael J. Fleming, 2000. "The benchmark U.S. Treasury market: recent performance and possible alternatives," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 129-145.
  18. Michael J. Fleming & Eli M. Remolona, 1999. "Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information," Journal of Finance, American Finance Association, vol. 54(5), pages 1901-1915, October.
  19. Bassett, William F. & Fleming, Michael J. & Rodrigues, Anthony P., 1998. "How Workers Use 401(k) Plans: The Participation, Contribution, and Withdrawal Decisions," National Tax Journal, National Tax Association, vol. 51(n. 2), pages 263-89, June.
  20. Michael J. Fleming & Eli M. Remolona, 1997. "What moves the bond market?," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 31-50.
  21. Michael J. Fleming, 1997. "The round-the-clock market for U.S. Treasury securities," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 9-32.

Chapters

  1. Michael Fleming & Asani Sarkar, 1999. "Liquidity in U.S. Treasury Spot and Futures Markets," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-14 Bank for International Settlements.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (5) 2010-01-30 2011-04-09 2012-09-30 2013-01-07 2014-05-24. Author is listed
  2. NEP-CBA: Central Banking (3) 2011-04-09 2012-09-30 2014-05-24
  3. NEP-CFN: Corporate Finance (1) 2014-05-24
  4. NEP-ETS: Econometric Time Series (2) 1999-08-04 1999-10-20
  5. NEP-FMK: Financial Markets (6) 2001-05-02 2001-08-15 2002-04-25 2007-09-09 2012-09-30 2013-06-30. Author is listed
  6. NEP-MAC: Macroeconomics (2) 2011-04-09 2014-05-24
  7. NEP-MON: Monetary Economics (3) 2010-01-30 2011-04-09 2012-09-30
  8. NEP-MST: Market Microstructure (6) 2009-08-30 2011-10-09 2012-04-10 2013-01-07 2013-06-30 2013-09-13. Author is listed
  9. NEP-REG: Regulation (1) 2011-10-09
  10. NEP-TRA: Transition Economics (1) 2013-06-30

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. h-index
  15. Wu-Index

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