Board of Governors of the Federal Reserve System

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• The Fed - The Effects of Volatility on Liquidity in the Treasury Market

  market participants executing trades aggressively using market orders ...market, market depth, volatility, order execution, hidden Markov model

  URL: https://www.federalreserve.gov/econres/feds/the-effects-of-volatility-on-liquidity-in-the-treasury-market.htm
  



• The Fed - Financial Market Perceptions of Recession Risk

  Market Perceptions of Recession Risk Thomas B. King, Andrew T. Levin,

  URL: https://www.federalreserve.gov/econres/feds/financial-market-perceptions-of-recession-risk.htm
  



• The Fed - Information Friction in OTC Interdealer Markets

  markets, interdealer markets are an important venue through which dealers...markets, we find that in the interdealer market for U.S. corporate bonds

  URL: https://www.federalreserve.gov/econres/feds/information-friction-in-otc-interdealer-markets.htm
  



• The Fed - Reaching for Duration and Leverage in the Treasury Market

  Market Daniel Barth, R. Jay Kahn, Phillip Monin and Oleg Sokolinskiy Abstract...market both through mutual funds long Treasury futures positions and through

  URL: https://www.federalreserve.gov/econres/feds/reaching-for-duration-and-leverage-in-the-treasury-market.htm
  



• The Fed - Housing Market Risks in the United Kingdom

  Market Risks in the United Kingdom Robert F. Martin Abstract: House prices

  URL: https://www.federalreserve.gov/econres/ifdp/housing-market-risks-in-the-united-kingdom.htm
  



• The Fed - Institutional Herding in the Corporate Bond Market

  Market Fang Cai, Song Han, and Dan Li Abstract: We find substantial herding...market. Herding is generally stronger among illiquid bonds, and buy herding

  URL: https://www.federalreserve.gov/econres/ifdp/institutional-herding-in-the-corporate-bond-market.htm
  



• The Fed - Stability in Financial and Labor Markets: Is There a Tradeoff?

  Markets: Is There a Tradeoff? Matthew B. Canzoneri PDF: Full Paper Disclaimer

  URL: https://www.federalreserve.gov/econres/ifdp/stability-in-financial-and-labor-markets-is-there-a-tradeoff.htm
  



• The Fed - Labor Market Search in Emerging Economies

  Market Search in Emerging Economies Emine Boz, Ceyhun Bora Durdu, and ...markets, labor markets, business cycles, search frictions PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/ifdp/labor-market-search-in-emerging-economies.htm
  



• The Fed - Demand Segmentation in the Federal Funds Market

  Market Manjola Tase Abstract: This paper outlines a model of demand segmentation...market with two types of borrowers - the "interest on reserves (IOR) arbitrage

  URL: https://www.federalreserve.gov/econres/feds/demand-segmentation-in-the-federal-funds-market.htm
  



• The Fed - On the Geographic Scope of Retail Mortgage Markets

  market is national in geographic scope, as the national market is relatively...markets, such as the Federal Reserve, now consider markets for both mortgage

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/on-the-geographic-scope-of-retail-mortgage-markets-20180615.html
  

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