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Dealers and the dealer of last resort: evidence from MBS markets in the COVID-19 crisis

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Bibliographic Details
Authors and Corporations: Chen, Jiakai (Author), Liu, Haoyang (Author), Sarkar, Asani (Author), Song, Zhaogang (Author)
Other Authors: Liu, Haoyang [Author] • Sarkar, Asani [Author] • Song, Zhaogang [Author]
Edition: Revised May 2021
Type of Resource: E-Book
Language: English
published:
Series: Federal Reserve Bank of New York: Staff reports ; no. 933 (May 2021)
Subjects:
arbitrage
basis
cohort
dealer
liquidity
MBS
specified pool
TBA
Graue Literatur
Source: Verbunddaten SWB
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