IDEAS home Printed from https://ideas.repec.org/p/fip/fedgfn/2020-09-24.html
   My bibliography  Save this paper

Retrospective: The Agency MBS Market on October 15, 2014

Author

Listed:
  • James Collin Harkrader
  • Michael Puglia

Abstract

Five years have passed since the Joint Staff Report (JSR) on the US Treasury Market on October 15, 2014 was published. In addition to analyzing the events in Treasury markets on that day, the JSR also outlined next steps for the official sector to take in its study of the evolving structure of the US Treasury market. Importantly, it advised "further study of the evolution of the US Treasury market and its implications for market structure and liquidity." In this spirit, and to complement other work published on the topic, in this note we take a look back at events in the agency MBS market on October 15, 2014 in order to build a more complete picture of what transpired in fixed income markets on that day.

Suggested Citation

  • James Collin Harkrader & Michael Puglia, 2020. "Retrospective: The Agency MBS Market on October 15, 2014," FEDS Notes 2020-09-24, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgfn:2020-09-24
    DOI: 10.17016/2380-7172.2623
    as

    Download full text from publisher

    File URL: https://www.federalreserve.gov//econres/notes/feds-notes/retrospective-the-agency-mbs-market-on-october-15-2014-20200924.htm
    Download Restriction: no
    File URL: https://libkey.io/10.17016/2380-7172.2623?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. James Collin Harkrader & Michael Puglia, 2020. "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series 2020-096, Board of Governors of the Federal Reserve System (U.S.).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedgfn:2020-09-24. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ryan Wolfslayer ; Keisha Fournillier (email available below). General contact details of provider: https://edirc.repec.org/data/frbgvus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.