| Title | Other author(s) | |
|---|---|---|
Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book ModelsNew York Fed Staff reports [View] (Paper: 590, 22.12.2012) |
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Forecasting through the Rear-View Mirror: Data Revisions and Bond Return PredictabilityNew York Fed Staff reports [View] (Paper: 581, 30.11.2012) |
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The Low-Frequency Impact of Daily Monetary Policy ShocksSt Louis Fed Working Papers [View] (Paper: 2011-009, 24.03.2011) |
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Stigma in Financial Markets: Evidence from Liquidity Auctions and Discount Window Borrowing during the CrisisNew York Fed Staff reports [View] (Paper: 483, 14.01.2011) |
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On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards RiskBank of Canada Working papers [View] (Paper: 2008-16, 14.05.2008) |
