Intermediary Balance Sheets and the Treasury Yield Curve
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- Du, Wenxin & Hébert, Benjamin & Li, Wenhao, 2023. "Intermediary balance sheets and the treasury yield curve," Journal of Financial Economics, Elsevier, vol. 150(3).
- Wenxin Du & Benjamin M. Hébert & Wenhao Li, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," NBER Working Papers 30222, National Bureau of Economic Research, Inc.
- Wenxin Du & Benjamin Hébert & Wenhao Li, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," Staff Reports 1023, Federal Reserve Bank of New York.
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Cited by:
- 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.
- Jonas Becker & Maik Schmeling & Andreas Schrimpf, 2024. "Global Bank Lending and Exchange Rates," BIS Working Papers 1161, Bank for International Settlements.
- Bryan Hardy & Sonya Zhu, 2023. "Covid, central banks and the bank-sovereign nexus," BIS Quarterly Review, Bank for International Settlements, March.
- Iñaki Aldasoro & Peter Hördahl & Sonya Zhu, 2022. "Under pressure: market conditions and stress," BIS Quarterly Review, Bank for International Settlements, September.
- Huber, Amy Wang, 2023. "Market power in wholesale funding: A structural perspective from the triparty repo market," Journal of Financial Economics, Elsevier, vol. 149(2), pages 235-259.
- Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023. "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series 395, Leibniz Institute for Financial Research SAFE.
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F3 - International Economics - - International Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ACC-2022-09-12 (Accounting and Auditing)
- NEP-FMK-2022-09-12 (Financial Markets)
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