Treasury Market Functioning During the COVID-19 Outbreak : Evidence from Collateral Re-use

In March 2020, uncertainty over the COVID-19 pandemic caused severe stress in U.S. financial markets. Specifically, Fleming and Ruela (2020) document a severe impairment of Treasury market functioning, as indicated by a sharp increase in bid/ask spreads, a decline in market depth, and an increase in price impact measures

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Year of publication:	2020
Authors:	Infante, Sebastian ; Saravay, Zack
Publisher:	[S.l.] : SSRN
Subject:	Coronavirus \| Kreditsicherung \| Collateral \| Staatspapier \| Government securities \| Öffentliche Anleihe \| Public bond
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Series:	FEDS Notes ; No. 2020-12-04
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 4, 2020 erstellt Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

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