Market liquidity after the financial crisis
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Note: An earlier version of this paper circulated in May 2015 under the title “Vol-of-Vol and Market Making.”
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- Erik Vogt & Michael Fleming & Or Shachar & Tobias Adrian, 2017. "Market Liquidity After the Financial Crisis," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 43-83, November.
- Tobias Adrian & Michael J. Fleming & Or Shachar, 2017. "Market Liquidity after the Financial Crisis," Liberty Street Economics 20170628, Federal Reserve Bank of New York.
- Adrian, Tobias & Fleming, Michael J & Shachar, Or & Vogt, Erik, 2017. "Market Liquidity after the Financial Crisis," CEPR Discussion Papers 12248, C.E.P.R. Discussion Papers.
References listed on IDEAS
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More about this item
Keywords
liquidity; Treasury market; regulation; corporate bonds; market making;JEL classification:
- 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 fields
This paper has been announced in the following NEP Reports:- 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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