Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets

Tobias Adrian, Michael Fleming, Jonathan Goldberg, Morgan Lewis, Fabio M. Natalucci and Jason Wu ()
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Jonathan Goldberg: https://www.federalreserve.gov/econres/jonathan-goldberg.htm

No 2013-10-16, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Long-term interest rates hit record-low levels in 2012 but have since increased substantially.

Date: 2013-10-16
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Working Paper: Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2013-10-16

DOI: 10.17016/2380-7172.0004

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