Market liquidity after the financial crisis
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Revisiting Market Liquidity: The Case of U.S. Corporate Bonds
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-04-17 18:34:54
- Treasury Round II: The Capital Markets Report
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-10-23 17:04:21
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2017.
"Dealer balance sheets and bond liquidity provision,"
Journal of Monetary Economics,
Elsevier, vol. 89(C), pages 92-109.
- Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2016. "Dealer balance sheets and bond liquidity provision," Staff Reports 803, Federal Reserve Bank of New York, revised 01 Mar 2017.
- Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2017. "Dealer Balance Sheets and Bond Liquidity Provision," CEPR Discussion Papers 12246, C.E.P.R. Discussion Papers.
- Adrian, Tobias & Fleming, Michael J. & Vogt, Erik, 2017. "An index of Treasury Market liquidity: 1991-2017," Staff Reports 827, Federal Reserve Bank of New York.
- Mike Anderson & René M. Stulz, 2017. "Is Post-Crisis Bond Liquidity Lower?," NBER Working Papers 23317, National Bureau of Economic Research, Inc.
- Jaewon Choi & Yesol Huh, 2017. "Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs," Finance and Economics Discussion Series 2017-116, Board of Governors of the Federal Reserve System (U.S.).
More about this item
Keywordsliquidity; market making; Treasury market; corporate bonds; regulation;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-10-23 (All new papers)
- NEP-BAN-2016-10-23 (Banking)
- NEP-CFN-2016-10-23 (Corporate Finance)
- NEP-FMK-2016-10-23 (Financial Markets)
- NEP-MST-2016-10-23 (Market Microstructure)
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