The transition to electronic communications networks in the secondary treasury market
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Cited by:
- Fleming, Michael J. & Mizrach, Bruce & Nguyen, Giang, 2018.
"The microstructure of a U.S. Treasury ECN: The BrokerTec platform,"
Journal of Financial Markets, Elsevier, vol. 40(C), pages 2-22.
- 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.
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"Business Method Patents And U.S. Financial Services,"
Contemporary Economic Policy, Western Economic Association International, vol. 28(3), pages 322-352, July.
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"Liquidity and volatility in the U.S. Treasury market,"
Journal of Econometrics, Elsevier, vol. 217(2), pages 207-229.
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"Empirical evidence on jumps in the term structure of the US Treasury Market,"
Journal of Empirical Finance, Elsevier, vol. 16(3), pages 430-445, June.
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Keywords
Electronic commerce; Electronic funds transfers;Statistics
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