Dealer balance sheets and bond liquidity provision
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DOI: 10.1016/j.jmoneco.2017.03.011
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- Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2017. "Dealer Balance Sheets and Bond Liquidity Provision," CEPR Discussion Papers 12246, C.E.P.R. Discussion Papers.
- Tobias Adrian & Nina Boyarchenko & Or Shachar, 2016. "Dealer balance sheets and bond liquidity provision," Staff Reports 803, Federal Reserve Bank of New York.
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More about this item
Keywords
Bond liquidity; regulation; dealer constraints;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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