Robert F. Engle 2012 - Central Bank Research Hub

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	Title	Other author(s)
Abstract Full text	Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models New York Fed Staff reports [View] (Paper: 590, 22.12.2012)	Giang Nguyen Michael Fleming Eric Ghysels

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New York Fed Staff reports [View] (Paper: 590, 22.12.2012)

Papers by year: All | 2012 | 2010 | 2009 | 2006