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Hedge Funds and the Treasury Cash-Futures Disconnect

Citations

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Cited by:

  1. Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Quantities and Covered-Interest Parity," Finance and Economics Discussion Series 2024-061, Board of Governors of the Federal Reserve System (U.S.).
  2. Kruttli, Mathias S. & Monin, Phillip J. & Petrasek, Lubomir & Watugala, Sumudu W., 2025. "LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints," Journal of Financial Economics, Elsevier, vol. 169(C).
  3. Ron Alquist & Karlye Dilts Stedman & R. Jay Kahn, 2022. "Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege," Research Working Paper RWP 22-08, Federal Reserve Bank of Kansas City.
  4. Hermes, Felix & Schmeling, Maik & Schrimpf, Andreas, 2025. "The international dimension of repo: five new facts," Working Paper Series 3065, European Central Bank.
  5. Connolly, Michael F. & Struby, Ethan, 2024. "Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply," Journal of Banking & Finance, Elsevier, vol. 168(C).
  6. Charles M. Kahn & Stephen F. Quinn & William Roberds, 2023. "The Fed and Its Shadow: A Historical View," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2023(6), pages 1-32, October.
  7. Jappelli, Ruggero & Lucke, Konrad & Pelizzon, Loriana, 2022. "Price and liquidity discovery in European sovereign bonds and futures," SAFE Working Paper Series 350, Leibniz Institute for Financial Research SAFE.
  8. Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
  9. Anatoly Krestenko & Mikhail Butov & Rostislav Berezovskiy & Danila Bolotin, 2026. "Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading," Papers 2605.05089, arXiv.org.
  10. Ethan Struby & Michael F. Connolly, 2023. "Treasury Buybacks, the Fed's Portfolio, and Local Supply," Working Papers 2023-02, Carleton College, Department of Economics.
  11. Mathias S. Kruttli & Phillip J. Monin & Lubomir Petrasek & Sumudu W. Watugala, 2021. "Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis," Finance and Economics Discussion Series 2021-038, Board of Governors of the Federal Reserve System (U.S.).
  12. Eleni Gousgounis & Scott Mixon & Tugkan Tuzun & Clara Vega, 2025. "Market Liquidity in Treasury Futures Market During March 2020," Finance and Economics Discussion Series 2025-038, Board of Governors of the Federal Reserve System (U.S.).
  13. Deborah Miori & Mihai Cucuringu, 2022. "SEC Form 13F-HR: Statistical investigation of trading imbalances and profitability analysis," Papers 2209.08825, arXiv.org.
  14. Hugues Dastarac, 2021. "Strategic Trading, Welfare and Prices with Futures Contracts," Working papers 841, Banque de France.
  15. Li, Jian & Ma, Yiming & Mendicino, Caterina & Supera, Dominik, 2026. "Bank to non-bank lending and the reallocation of credit," Working Paper Series 3220, European Central Bank.
  16. Du, Wenxin & Hébert, Benjamin & Li, Wenhao, 2023. "Intermediary balance sheets and the treasury yield curve," Journal of Financial Economics, Elsevier, vol. 150(3).
  17. Berner, Richard, 2026. "Financial stability — Unfinished business," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 7(1).
  18. Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2023. "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Economic Policy Review, Federal Reserve Bank of New York, vol. 29(3), pages 1-29, December.
  19. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2022. "The Federal Reserve’s Market Functioning Purchases," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), pages 210-241, July.
  20. Thomas M. Eisenbach & Gregory Phelan, 2023. "Fragility of Safe Assets," Working Papers 23-02, Office of Financial Research, US Department of the Treasury.
  21. Rodrigo Guimaraes & Gabor Pinter & Jean-Charles Wijnandts, 2023. "The liquidity state-dependence of monetary policy transmission," Bank of England Staff Working Paper series 1045, Bank of England.
  22. Huber, Amy Wang, 2023. "Market power in wholesale funding: A structural perspective from the triparty repo market," Journal of Financial Economics, Elsevier, vol. 149(2), pages 235-259.
  23. Fleming, Michael & Nguyen, Giang & Rosenberg, Joshua, 2024. "How do Treasury dealers manage their positions?," Journal of Financial Economics, Elsevier, vol. 158(C).
  24. Beth Hammack, 2025. "Trading Places: My New View from Inside the Federal Reserve," Speech 99627, Federal Reserve Bank of Cleveland.
  25. Thomas M. Eisenbach & Gregory Phelan, 2022. "Fragility of Safe Asset Markets," Staff Reports 1026, Federal Reserve Bank of New York.
  26. Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.
  27. Kahn, R. Jay & McCormick, Matthew & Nguyen, Vy & Paddrik, Mark & Young, H. Peyton, 2023. "Anatomy of the Repo Rate Spikes in September 2019," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 5(4), pages 1-25, July.
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