Dealers and the dealer of last resort : evidence from MBS markets in the COVID-19 crisis
Year of publication: |
[2021] ; Revised May 2021
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Authors: | Chen, Jiakai ; Liu, Haoyang ; Sarkar, Asani ; Song, Zhaogang |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | arbitrage | basis | cohort | dealer | liquidity | MBS | specified pool | TBA | Coronavirus | Börsenmakler | Stockbrokers | Arbitrage |
Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
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Series: | Staff reports / Federal Reserve Bank of New York. - New York, NY : [Verlag nicht ermittelbar], ZDB-ID 2189304-4. - Vol. no. 933 (May 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/241126 [Handle] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G18 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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