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Board of Governors of the Federal Reserve System (U.S.)
FEDS Notes
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets
Tobias Adrian
Michael J. Fleming
Jonathan E. Goldberg
Morgan Lewis
Fabio M. Natalucci
Jason J. Wu
Abstract

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


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Tobias Adrian & Michael J. Fleming & Jonathan E. Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu, Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets, Board of Governors of the Federal Reserve System (U.S.), FEDS Notes 2013-10-16, 16 Oct 2013.
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