Michael J. Fleming - Central Bank Research Hub

Papers by year: All | 2014 | 2012 | 2011 | 2010 | 2009 | 2007 | 2005 | 2004

Title Other author(s)

Dealer Financial Conditions and Lender-of-Last-Resort Facilities

New York Fed Staff reports [View] (Paper: 673, 24.06.2014)

JEL: D44, E58, G01, G28

Federal Reserve Liquidity Provision during the Financial Crisis of 2007-2009

New York Fed Staff reports [View] (Paper: 563, 30.11.2012)

The Microstructure of the TIPS Market

New York Fed Economic policy review [View] (Paper: 1203flem, 14.04.2012)

Repo Market Microstructure in Unusual Monetary Policy Conditions

Central Bank of Ireland Research Technical Papers [View] (Paper: 11/RT/08, 18.04.2011)

Income Effects of Federal Reserve Liquidity Facilities

New York Fed Current issues [View] (Paper: ci17-01, 26.02.2011)

The Federal Reserve's Foreign Exchange Swap Lines

New York Fed Current issues [View] (Paper: ci16-04, 05.05.2010)

Repo Market Effects of the Term Securities Lending Facility

New York Fed Staff reports [View] (Paper: 426, 15.01.2010)

JEL: E43, E52, E58, G12, G14

The Microstructure of the TIPS Market

New York Fed Staff reports [View] (Paper: 414, 16.12.2009)

JEL: G14

The Microstructure of a U.S. Treasury ECN:The BrokerTec Platform

New York Fed Staff reports [View] (Paper: 381, 29.07.2009)

JEL: C32, D4, G12, G14

The Term Securities Lending Facility: Origin, Design, and Effects

New York Fed Current issues [View] (Paper: ci15-02, 27.02.2009)

JEL: E52, E58, G14

How Do Treasury Dealers Manage Their Positions?

New York Fed Staff reports [View] (Paper: 299, 23.08.2007)

JEL: G12, G20, G24

Who Buys Treasury Securities at Auction?

New York Fed Current issues [View] (Paper: ci13-01, 07.02.2007)

JEL: G12, G18, H63

Explaining Settlement Fails

New York Fed Current issues [View] (Paper: ci11-09, 28.09.2005)

JEL: G18, G28

What Financing Data Reveal about Dealer Leverage

New York Fed Current issues [View] (Paper: ci11-03, 29.03.2005)

JEL: E4, G1, G2

Anomalous Bidding in Short-Term Treasury Bill Auctions

New York Fed Staff reports [View] (Paper: 184, 07.05.2004)

JEL: G14, H63

Repurchase Agreements with Negative Interest Rates

New York Fed Current issues [View] (Paper: ci10-05, 01.04.2004)

JEL: G18, G28, H63

The Repurchase Agreement Refined: GCF Repo®

New York Fed Current issues [View] (Paper: ci09-06, 01.04.2004)

JEL: G19, G29

Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings

New York Fed Staff reports [View] (Paper: 145, 25.03.2004)

JEL: G12, G14, H63

When the Back Office Moved to the Front Burner: Settlement Fails in the Treasury Market after 9/11

New York Fed Economic policy review [View] (Paper: 0211flem, 01.01.2004)

JEL: G21, G23, G24, G28

Measuring Treasury Market Liquidity

New York Fed Economic policy review [View] (Paper: 0309flem, 01.01.2004)

JEL: G14

Papers by year: All | 2014 | 2012 | 2011 | 2010 | 2009 | 2007 | 2005 | 2004