An index of treasury market liquidity: 1991-2017

Saved in:

Authors and Corporations:

Adrian, Tobias (Author), Fleming, Michael J. (Author), Vogt, Erik (Author)

Other Authors:

Fleming, Michael J. [Author] • Vogt, Erik 1985- [Author]

Type of Resource:

E-Book

Language:

English

published:

New York, NY Federal Reserve Bank of New York [2017]

Series:

Subjects:

Treasury securities

market liquidity

funding liquidity

volatility

index

Arbeitspapier

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Federal Reserve Bank of New York: Staff reports