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Michael J. Fleming

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Personal Details

First Name:Michael
Middle Name:J.
Last Name:Fleming
Suffix:
RePEc Short-ID:pfl35
http://www.newyorkfed.org/research/economists/fleming
New York City, New York (United States)
http://www.newyorkfed.org/

:

33 Liberty Street, New York, NY 10045-0001
RePEc:edi:frbnyus (more details at EDIRC)
New York City, New York (United States)
http://www.newyorkfed.org/research/

:

33 Liberty Street, New York, NY 10045-0001
RePEc:edi:rfrbnus (more details at EDIRC)
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  1. Adrian, Tobias & Fleming, Michael J. & Shachar, Or & Vogt, Erik, 2016. "Market liquidity after the financial crisis," Staff Reports 796, Federal Reserve Bank of New York, revised 20 Oct 2016.
  2. Fleming, Michael J. & Sareen, Samita & Saggar, Seema, 2016. "Trading activity in the Indian government bond market," Staff Reports 785, Federal Reserve Bank of New York, revised 05 Aug 2016.
  3. 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.
  4. Fleming, Michael J. & Nguyen, Giang, 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, revised 01 Aug 2015.
  5. Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013. "The microstructure of China's government bond market," Staff Reports 622, Federal Reserve Bank of New York.
  6. Tobias Adrian & Michael J. Fleming & Jonathan E. Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu, 2013. "Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets," FEDS Notes 2013-10-16, Board of Governors of the Federal Reserve System (U.S.).
  7. 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.
  8. Michael J. 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.
  9. Michael J. Fleming, 2012. "Federal Reserve liquidity provision during the financial crisis of 2007-2009," Staff Reports 563, Federal Reserve Bank of New York.
  10. Robert Engle & Michael J. 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.
  11. 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.
  12. Kathryn Chen & Michael J. 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.
  13. 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.
  14. Michael J. Fleming & Neel Krishnan, 2009. "The microstructure of the TIPS market," Staff Reports 414, Federal Reserve Bank of New York.
  15. 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.
  16. Michael J. Fleming & Joshua V. Rosenberg, 2007. "How do treasury dealers manage their positions?," Staff Reports 299, Federal Reserve Bank of New York.
  17. Michael J. Fleming & Kenneth D. Garbade & Frank M. Keane, 2004. "Anomalous bidding in short-term Treasury bill auctions," Staff Reports 184, Federal Reserve Bank of New York.
  18. Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Staff Reports 145, Federal Reserve Bank of New York.
  19. Michael J. Fleming, 2001. "Measuring treasury market liquidity," Staff Reports 133, Federal Reserve Bank of New York.
  20. Michael J. Fleming, 2001. "Financial market implications of the federal debt paydown," Staff Reports 120, Federal Reserve Bank of New York.
  21. Michael J. Fleming & Eli M. Remolona, 1999. "The term structure of announcement effects," Staff Reports 76, Federal Reserve Bank of New York.
  22. 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.
  23. 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.
  24. 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.
  25. Michael J. Fleming & Eli M. Remolona, 1997. "What moves the bond market?," Research Paper 9706, Federal Reserve Bank of New York.
  26. 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.
  27. 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.
  28. Michael J. Fleming, 1995. "New evidence on the effectiveness of the proxy mechanism," Research Paper 9503, Federal Reserve Bank of New York.
  1. Michael J. Fleming & John 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. Fleming, Michael J. & Sarkar, Asani, 2013. "The failure resolution of Lehman Brothers," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 175-206.
  3. 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.
  4. 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.
  5. Michael J. Fleming & Nicholas Klagge, 2011. "Income effects of Federal Reserve liquidity facilities," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 17(Feb).
  6. 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.
  7. Michael J. Fleming & Nicholas 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).
  8. 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).
  9. 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).
  10. 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.
  11. 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).
  12. 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.
  13. 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).
  14. 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).
  15. Michael J. Fleming, 2003. "Measuring treasury market liquidity," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 83-108.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  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.
  22. 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.
  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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (8) 2001-05-02 2001-08-15 2002-04-25 2007-09-09 2012-09-30 2013-06-30 2014-12-08 2016-10-23. Author is listed
  2. NEP-MST: Market Microstructure (7) 2009-08-30 2011-10-09 2012-04-10 2013-01-07 2013-06-30 2013-09-13 2016-10-23. Author is listed
  3. NEP-BAN: Banking (6) 2010-01-30 2011-04-09 2012-09-30 2013-01-07 2014-05-24 2016-10-23. Author is listed
  4. NEP-MON: Monetary Economics (4) 2010-01-30 2011-04-09 2012-09-30 2014-12-08
  5. NEP-CBA: Central Banking (3) 2011-04-09 2012-09-30 2014-05-24
  6. NEP-MAC: Macroeconomics (3) 2011-04-09 2014-05-24 2014-12-08
  7. NEP-CFN: Corporate Finance (2) 2014-05-24 2016-10-23
  8. NEP-ETS: Econometric Time Series (2) 1999-08-04 1999-10-20
  9. NEP-REG: Regulation (1) 2011-10-09
  10. NEP-TRA: Transition Economics (1) 2013-06-30
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