Blogs

Did Third Avenue’s Liquidation Reduce Corporate Bond Market Liquidity?

With Tobias Adrian, Michael Fleming, and Zachary Wojtowicz

Federal Reserve Bank of New York Liberty Street Economics Blog, February 2016

Further Analysis of Corporate Bond Market Liquidity

With Tobias Adrian, Michael Fleming, and Zach Wojtowicz

Federal Reserve Bank of New York Liberty Street Economics Blog, February 2016

Corporate Bond Market Liquidity Redux: More Price-Based Evidence

With Tobias Adrian, Michael Fleming, and Zach Wojtowicz

Federal Reserve Bank of New York Liberty Street Economics Blog, February 2016

Dealer Positioning and Expected Returns

With Tobias Adrian and Michael Fleming

Federal Reserve Bank of New York Liberty Street Economics Blog, December 2015

Redemption Risk of Bond Mutual Funds and Dealer Positioning

With Tobias Adrian, Michael Fleming, and Or Shachar

Federal Reserve Bank of New York Liberty Street Economics Blog, October 2015

Changes in the Returns to Market Making

With Tobias Adrian, Michael Fleming, Or Shachar, and Daniel Stackman

Federal Reserve Bank of New York Liberty Street Economics Blog, October 2015

Has Liquidity Risk in the Treasury and Equity Markets Increased?

With Tobias Adrian, Michael Fleming, and Daniel Stackman

Federal Reserve Bank of New York Liberty Street Economics Blog, October 2015

Has Liquidity Risk in the Corporate Bond Market Increased?

With Tobias Adrian, Michael Fleming, and Or Shachar

Federal Reserve Bank of New York Liberty Street Economics Blog, October 2015

Has U.S. Corporate Bond Market Liquidity Deteriorated?

With Tobias Adrian, Michael Fleming, and Or Shachar

Federal Reserve Bank of New York Liberty Street Economics Blog, October 2015