Market structure and liquidity in the U.S. Treasury and agency mortgage-backed security (MBS) markets: Mortgage Bankers Association National Secondary Market Conference and Expo, New York City, May 2016

Nathaniel Wuerffel

No 210, Speech from Federal Reserve Bank of New York

Abstract: Remarks at the Mortgage Bankers Association National Secondary Market Conference and Expo, New York City.

Keywords: Fixed income market liquidity; MBS markets; structural changes; market evolution; Treasury Market Practices Group; flash rally; trading; price efficiency; automated markets; bid-ask spreads; electronic trading; automated trading; liquidity illusion; phantom liquidity; public sector ownership (search for similar items in EconPapers)
Pages: 1 pages
Date: 2016-05-17
New Economics Papers: this item is included in nep-mst and nep-ure
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