| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Closer Look at the Federal Reserve’s Securities Lending Program |
0 |
2 |
8 |
54 |
0 |
20 |
46 |
120 |
| Advent of Trade Reporting for U.S. Treasury Securities |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
19 |
| All-to-All Trading in the U.S. Treasury Market |
0 |
0 |
1 |
15 |
0 |
1 |
14 |
35 |
| An analysis of CDS transactions: implications for public reporting |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
98 |
| An analysis of OTC interest rate derivatives transactions: implications for public reporting |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
109 |
| Anomalous bidding in short-term Treasury bill auctions |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
502 |
| Are larger Treasury issues more liquid? Evidence from bill reopenings |
0 |
0 |
1 |
158 |
0 |
0 |
3 |
865 |
| Assessing the Price Impact of Treasury Market Workups |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
25 |
| At the N.Y. Fed: Workshop on the Risks of Wholesale Funding |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
17 |
| Breaking Down TRACE Volumes Further |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
18 |
| Breaking Down TRACE Volumes Further |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
20 |
| Changes in the Returns to Market Making |
0 |
1 |
3 |
17 |
0 |
1 |
4 |
38 |
| Characterizing the Rising Settlement Fails in Seasoned Treasury Securities |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
19 |
| Continuing the Conversation on Liquidity |
1 |
2 |
2 |
2 |
2 |
3 |
5 |
16 |
| Corporate Bond Market Liquidity Redux: More Price-Based Evidence |
0 |
0 |
2 |
21 |
0 |
0 |
2 |
22 |
| Creditor Recovery in Lehman’s Bankruptcy |
0 |
0 |
2 |
65 |
0 |
2 |
8 |
333 |
| Customer and Employee Losses in Lehman’s Bankruptcy |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
18 |
| Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets |
0 |
0 |
2 |
33 |
0 |
0 |
3 |
105 |
| Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets |
0 |
0 |
4 |
17 |
0 |
0 |
7 |
68 |
| Dealer Capacity and U.S. Treasury Market Functionality |
0 |
0 |
0 |
17 |
1 |
3 |
8 |
24 |
| Dealer Participation in the TSLF Options Program |
0 |
0 |
4 |
7 |
0 |
1 |
7 |
21 |
| Dealer Trading and Positioning in Floating Rate Notes |
0 |
1 |
2 |
15 |
0 |
1 |
4 |
21 |
| Dealer capacity and US Treasury market functionality |
0 |
0 |
0 |
5 |
0 |
1 |
9 |
16 |
| Dealer financial conditions and lender-of-last resort facilities |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
212 |
| Dealers’ Positions and the Auction Cycle |
0 |
0 |
1 |
8 |
0 |
1 |
2 |
21 |
| Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
| Do You Know How Your Treasury Trades Are Cleared and Settled? |
0 |
1 |
1 |
10 |
1 |
3 |
3 |
33 |
| ECB Monetary Operations and the Interbank Repo Market |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
123 |
| ECB monetary operations and the interbank repo market |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
108 |
| End‑of‑Month Liquidity in the Treasury Market |
0 |
0 |
6 |
6 |
0 |
2 |
8 |
8 |
| Failure Is No Longer a (Free) Option for Agency Debt and Mortgage-Backed Securities |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
15 |
| Federal Reserve liquidity provision during the financial crisis of 2007-2009 |
0 |
0 |
0 |
59 |
0 |
2 |
3 |
125 |
| Financial market implications of the federal debt paydown |
0 |
0 |
1 |
89 |
0 |
0 |
3 |
543 |
| Has Liquidity Risk in the Corporate Bond Market Increased? |
0 |
0 |
1 |
23 |
0 |
1 |
3 |
53 |
| Has Liquidity Risk in the Treasury and Equity Markets Increased? |
0 |
0 |
1 |
18 |
0 |
0 |
3 |
34 |
| Has MBS Market Liquidity Deteriorated? |
0 |
0 |
1 |
16 |
1 |
1 |
3 |
18 |
| Has Treasury Market Liquidity Improved in 2024? |
0 |
0 |
8 |
8 |
0 |
1 |
9 |
9 |
| Has U.S. Treasury Market Liquidity Deteriorated? |
1 |
1 |
1 |
28 |
1 |
1 |
4 |
73 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
149 |
0 |
0 |
1 |
915 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
145 |
0 |
0 |
2 |
794 |
| How Does Tick Size Affect Treasury Market Quality? |
1 |
1 |
3 |
13 |
1 |
1 |
5 |
34 |
| How Does the Liquidity of New Treasury Securities Evolve? |
0 |
1 |
2 |
14 |
0 |
1 |
4 |
48 |
| How Has Treasury Market Liquidity Evolved in 2023? |
0 |
1 |
1 |
4 |
1 |
3 |
4 |
12 |
| How Liquid Has the Treasury Market Been in 2022? |
0 |
0 |
1 |
17 |
1 |
2 |
3 |
27 |
| How Liquid Is the Inflation Swap Market? |
0 |
1 |
3 |
30 |
0 |
2 |
6 |
70 |
| How Liquid Is the New 20-Year Treasury Bond? |
0 |
0 |
0 |
19 |
0 |
3 |
16 |
83 |
| How Might Increased Transparency Affect the CDS Market? |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
11 |
| How Much Value Was Destroyed by the Lehman Bankruptcy? |
0 |
0 |
0 |
7 |
0 |
2 |
5 |
37 |
| How do treasury dealers manage their positions? |
0 |
0 |
0 |
199 |
0 |
0 |
2 |
1,445 |
| How workers use 401(k) plans: the participation, contribution, and withdrawal decisions |
0 |
0 |
0 |
276 |
1 |
2 |
6 |
1,437 |
| Information on Dealer Activity in Specific Treasury Issues Now Available |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |
| Intraday market making with overnight inventory costs |
0 |
0 |
0 |
30 |
0 |
1 |
5 |
132 |
| Introduction to a Series on Market Liquidity |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
12 |
| Introduction to a Series on Market Liquidity: Part 2 |
0 |
1 |
2 |
2 |
0 |
1 |
3 |
11 |
| Is Treasury Market Liquidity Becoming More Concentrated |
1 |
1 |
2 |
14 |
1 |
1 |
2 |
18 |
| Lehman's Bankruptcy Expenses |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
37 |
| Liquidity and volatility in the U.S. treasury market |
0 |
0 |
1 |
124 |
1 |
1 |
5 |
350 |
| Market Liquidity after the Financial Crisis |
0 |
0 |
0 |
16 |
1 |
2 |
2 |
32 |
| Market Liquidity after the Financial Crisis |
0 |
0 |
0 |
50 |
0 |
1 |
4 |
97 |
| Market liquidity after the financial crisis |
0 |
0 |
1 |
161 |
0 |
0 |
4 |
282 |
| Measuring Settlement Fails |
0 |
0 |
2 |
9 |
0 |
3 |
5 |
34 |
| Measuring Treasury Market Depth |
0 |
1 |
2 |
16 |
1 |
3 |
5 |
13 |
| Measuring treasury market liquidity |
0 |
0 |
1 |
565 |
0 |
1 |
8 |
1,622 |
| New evidence on the effectiveness of the proxy mechanism |
0 |
0 |
1 |
77 |
0 |
0 |
2 |
688 |
| Options of Last Resort |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
15 |
| Preserving firm value through exit: the case of voluntary liquidations |
0 |
0 |
0 |
75 |
1 |
1 |
2 |
377 |
| Price Impact of Trades and Orders in the U.S. Treasury Securities Market |
1 |
2 |
3 |
29 |
1 |
3 |
6 |
53 |
| Price and size discovery in financial markets: evidence from the U.S. Treasury securities market |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
141 |
| Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements |
0 |
0 |
0 |
189 |
0 |
0 |
2 |
816 |
| Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements |
0 |
0 |
0 |
131 |
0 |
1 |
2 |
602 |
| Primary Dealer Participation in the Secondary U.S. Treasury Market |
0 |
0 |
0 |
19 |
0 |
1 |
7 |
42 |
| Primary Dealers’ Waning Role in Treasury Auctions |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
28 |
| Redemption Risk of Bond Mutual Funds and Dealer Positioning |
0 |
0 |
2 |
19 |
0 |
0 |
3 |
55 |
| Repo Market Microstructure in Unusual Monetary Policy Conditions |
0 |
0 |
1 |
55 |
0 |
1 |
4 |
281 |
| Repo market effects of the Term Securities Lending Facility |
0 |
0 |
0 |
98 |
0 |
0 |
4 |
350 |
| The 2022 Spike in Corporate Security Settlement Fails |
0 |
0 |
5 |
12 |
0 |
3 |
11 |
21 |
| The Bond Market Selloff in Historical Perspective |
0 |
0 |
2 |
13 |
0 |
1 |
5 |
30 |
| The COVID-19 Pandemic and the Fed’s Response |
1 |
3 |
13 |
538 |
2 |
7 |
29 |
923 |
| The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data |
0 |
1 |
2 |
71 |
2 |
3 |
10 |
398 |
| The Evolution of Workups in the U.S. Treasury Securities Market |
0 |
0 |
0 |
22 |
0 |
1 |
3 |
45 |
| The Failure Resolution of Lehman Brothers |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
35 |
| The Federal Reserve’s Market Functioning Purchases |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
14 |
| The Impact of Trade Reporting on the Interest Rate Derivatives Market |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |
| The Indirect Costs of Lehman’s Bankruptcy |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
21 |
| The Microstructure of China's Government Bond Market |
0 |
0 |
0 |
104 |
0 |
2 |
2 |
159 |
| The Microstructure of a U.S. Treasury ECN: The Brokertec Platform |
0 |
0 |
1 |
54 |
0 |
1 |
3 |
440 |
| The Netting Efficiencies of Marketwide Central Clearing |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
68 |
| The Recent Bond Market Selloff in Historical Perspective |
0 |
1 |
2 |
11 |
0 |
1 |
3 |
51 |
| The SOMA Portfolio through Time |
0 |
0 |
0 |
10 |
0 |
1 |
7 |
79 |
| The microstructure of a U.S. Treasury ECN: the BrokerTec platform |
0 |
0 |
1 |
139 |
0 |
1 |
3 |
573 |
| The microstructure of the TIPS market |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
149 |
| The term structure of announcement effects |
0 |
0 |
1 |
60 |
1 |
3 |
7 |
348 |
| The term structure of announcement effects |
0 |
0 |
1 |
345 |
1 |
4 |
10 |
1,457 |
| Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market |
0 |
0 |
0 |
24 |
0 |
2 |
3 |
74 |
| Trading activity in the Indian government bond market |
0 |
0 |
1 |
12 |
0 |
1 |
3 |
67 |
| Transparency and Sources of Information on the Federal Reserve’s Operations, Income, and Balance Sheet |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
8 |
| Treasury Market Liquidity and the Federal Reserve during the COVID-19 Pandemic |
0 |
0 |
1 |
195 |
2 |
3 |
8 |
468 |
| Treasury Market Liquidity during the COVID-19 Crisis |
0 |
0 |
2 |
366 |
0 |
1 |
10 |
804 |
| Treasury Market When-Issued Trading Activity |
1 |
6 |
38 |
107 |
17 |
62 |
268 |
535 |
| U.S. Treasury Market Action on Election Night 2016 |
0 |
2 |
2 |
16 |
0 |
4 |
6 |
26 |
| U.S. Treasury Market Functioning from the GFC to the Pandemic |
4 |
4 |
4 |
4 |
2 |
2 |
2 |
2 |
| Unlocking the Treasury Market through TRACE |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
58 |
| Unlocking the Treasury Market through TRACE |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
36 |
| What Explains the June Spike in Treasury Settlement Fails? |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
17 |
| What if? A Counterfactual SOMA Portfolio |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
13 |
| What moves the bond market? |
0 |
0 |
1 |
1,051 |
1 |
2 |
8 |
2,736 |
| What's Driving Dealer Balance Sheet Stagnation? |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
38 |
| What’s behind the March Spike in Treasury Fails? |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
19 |
| Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
74 |
| Total Working Papers |
11 |
34 |
162 |
6,912 |
46 |
194 |
737 |
24,728 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
49 |
| All-to-All Trading in the U.S. Treasury Market |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
300 |
| Are larger Treasury issues more liquid? Evidence from bill reopenings |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
194 |
| Dealer behavior in the specials market for US Treasury securities |
1 |
2 |
7 |
225 |
1 |
6 |
26 |
587 |
| Dealer financial conditions and lender-of-last-resort facilities |
0 |
0 |
1 |
31 |
0 |
1 |
9 |
165 |
| Explaining settlement fails |
0 |
0 |
2 |
102 |
0 |
0 |
3 |
314 |
| Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009 |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
124 |
| How Workers Use 401(K) Plans: The Participation, Contribution, and Withdrawal Decisions |
0 |
1 |
1 |
4 |
0 |
1 |
4 |
59 |
| How do Treasury dealers manage their positions? |
0 |
0 |
4 |
4 |
1 |
2 |
15 |
15 |
| Income effects of Federal Reserve liquidity facilities |
0 |
0 |
0 |
59 |
0 |
1 |
1 |
200 |
| Intraday market making with overnight inventory costs |
0 |
0 |
1 |
6 |
0 |
1 |
3 |
42 |
| Liquidity and volatility in the U.S. Treasury market |
0 |
0 |
1 |
31 |
1 |
1 |
8 |
108 |
| Market Liquidity After the Financial Crisis |
0 |
0 |
2 |
12 |
0 |
2 |
6 |
85 |
| Measuring treasury market liquidity |
0 |
1 |
6 |
491 |
2 |
5 |
17 |
1,582 |
| Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information |
0 |
3 |
7 |
235 |
0 |
6 |
16 |
623 |
| Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
34 |
| Repo Market Effects of the Term Securities Lending Facility |
0 |
0 |
2 |
68 |
0 |
0 |
4 |
242 |
| Repurchase agreements with negative interest rates |
0 |
0 |
0 |
234 |
0 |
0 |
0 |
771 |
| The Federal Reserve's foreign exchange swap lines |
0 |
0 |
1 |
79 |
0 |
0 |
3 |
282 |
| The Federal Reserve’s Market Functioning Purchases |
0 |
0 |
2 |
3 |
2 |
2 |
9 |
27 |
| The Term Securities Lending Facility: origin, design, and effects |
0 |
1 |
4 |
89 |
0 |
1 |
7 |
364 |
| The benchmark U.S. Treasury market: recent performance and possible alternatives |
0 |
0 |
0 |
182 |
0 |
0 |
2 |
850 |
| The failure resolution of Lehman Brothers |
0 |
0 |
0 |
43 |
1 |
4 |
9 |
161 |
| The microstructure of a U.S. Treasury ECN: The BrokerTec platform |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
58 |
| The microstructure of the TIPS market |
0 |
0 |
1 |
17 |
0 |
0 |
4 |
112 |
| The round-the-clock market for U.S. Treasury securities |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
696 |
| Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market |
0 |
0 |
2 |
3 |
0 |
0 |
5 |
11 |
| Trading activity and price transparency in the inflation swap market |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
85 |
| What financing data reveal about dealer leverage |
0 |
1 |
3 |
115 |
0 |
3 |
5 |
348 |
| What moves the bond market? |
0 |
0 |
3 |
323 |
0 |
2 |
16 |
1,049 |
| When the back office moved to the front burner: settlement fails in the treasury market after 9/11 |
0 |
0 |
1 |
204 |
0 |
0 |
3 |
875 |
| Who buys Treasury securities at auction? |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
363 |
| Total Journal Articles |
1 |
9 |
51 |
2,850 |
9 |
41 |
191 |
10,777 |
LogEc is hosted by the
Örebro University School of Business.