Details about Michael Puglia

Access statistics for papers by Michael Puglia.

Last updated 2021-05-09. Update your information in the RePEc Author Service.

Short-id: ppu163

Working Papers

2020

1. Fixed Income Market Structure: Treasuries vs. Agency MBS
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
2. Machine Learning, the Treasury Yield Curve and Recession Forecasting
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
3. Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
4. Principal Trading Firm Activity in Treasury Cash Markets
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
5. Retrospective: The Agency MBS Market on October 15, 2014
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2018

6. Breaking Down TRACE Volumes Further
   Liberty Street Economics, Federal Reserve Bank of New York View citations (6)
   Also in FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018) View citations (6)
7. Unlocking the Treasury Market through TRACE
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
   Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (5)