How Do Principal Trading Firms and Dealers Trade around FOMC Statement Releases?

James Collin Harkrader and Daniel J. Weitz

No 2020-12-31, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: This FEDS Note examines how different types of market participants transact in the Treasury market in the periods immediately following statement releases at the conclusion of Federal Open Market Committee (FOMC) meetings. We compare intermediation patterns following scheduled statement releases with those following an unscheduled statement release.

Date: 2020-12-31
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2020-12-31

DOI: 10.17016/2380-7172.2827

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