Discussion Paper

Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets


Abstract: Long-term interest rates hit record-low levels in 2012 but have since increased substantially.

https://doi.org/10.17016/2380-7172.0004

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Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2013-10-16

Number: 2013-10-16