TBA trading and liquidity in the agency MBS market
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- James Vickery & Joshua Wright, 2013. "TBA trading and liquidity in the agency MBS market," Economic Policy Review, Federal Reserve Bank of New York, vol. 19(May), pages 1-18.
References listed on IDEAS
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More about this item
Keywords
Financial market regulatory reform; Mortgages; Mortgage-backed securities; Housing - Finance; Liquidity (Economics);All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2010-09-25 (Financial Markets)
- NEP-MST-2010-09-25 (Market Microstructure)
- NEP-URE-2010-09-25 (Urban & Real Estate Economics)
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