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Hedging (Finance)
9
Futures
3
Liquidity (Economics)
2
Repurchase agreements
2
Securities
2
Swaps (Finance)
2
American
1
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Sarkar, Asani
4
Fleming, Michael
2
Jackson, John
2
Keane, Frank
2
Li, Ada
2
Chakravarty, Sugato
1
Chen, Kathryn
1
Fernald, Julia
1
Fleming, Michael J.
1
Kambhu, John
1
Keane, Frank M.
1
Lipson, Paul C.
1
Locke, Peter R.
1
Mosser, Patricia C.
1
Sabel, Bradley K.
1
Wu, Lifan
1
Zobel, Patricia
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Federal Reserve Bank of New York
International Monetary Fund (IMF)
254
International Monetary Fund
83
National Bureau of Economic Research
66
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
64
Université Paris-Dauphine (Paris IX)
37
C.E.P.R. Discussion Papers
31
HAL
28
EconWPA
24
University of Bonn, Germany
24
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
14
Agricultural and Applied Economics Association - AAEA
12
Finance Discipline Group, Business School
12
Henley Business School, University of Reading
11
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
10
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
10
European Association of Agricultural Economists - EAAE
10
Federal Reserve Bank of Chicago
10
Tilburg University, Center for Economic Research
10
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
8
Federal Reserve Bank of Atlanta
8
Geary Institute, University College Dublin
8
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
8
Tinbergen Instituut
8
Université Paris-Dauphine
8
Department of Economics and Finance, College of Business and Economics
7
NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Department of Agribusiness and Applied Economics, North Dakota State University
6
Federal Reserve Board (Board of Governors of the Federal Reserve System)
6
Frankfurt School of Finance and Management
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
National Centre of Competence in Research - Financial Valuation and Risk Management
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Bonn Graduate School of Economics
5
Center for Financial Studies
5
Cowles Foundation for Research in Economics, Yale University
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1
An analysis of OTC interest rate derivatives transactions: implications for public reporting
Fleming, Michael
;
Jackson, John
;
Li, Ada
;
Sarkar, Asani
; …
-
Federal Reserve Bank of New York
-
2012
. Nonetheless, we find evidence of dealers
hedging
rapidly after large interest rate swap trades, suggesting that, for this product …
Persistent link: https://www.econbiz.de/10010551295
Saved in:
2
Securities lending
Lipson, Paul C.
;
Sabel, Bradley K.
;
Keane, Frank M.
-
Federal Reserve Bank of New York
-
2012
ultimately serve the same important economic purpose—to cover short positions used for
hedging
or arbitrage in related cash …
Persistent link: https://www.econbiz.de/10011027200
Saved in:
3
An analysis of CDS transactions: implications for public reporting
Chen, Kathryn
;
Fleming, Michael
;
Jackson, John
;
Li, Ada
; …
-
Federal Reserve Bank of New York
-
2011
rapidly offset by further trades in the same reference entity, suggesting that
hedging
of large positions, if taking place …
Persistent link: https://www.econbiz.de/10009320711
Saved in:
4
Financial market implications of the federal debt paydown
Fleming, Michael J.
-
Federal Reserve Bank of New York
-
2001
and
hedging
benchmark, and a reserve asset to the Federal Reserve and other financial institutions. Many of the features … responding by moving away from Treasuries as a reference and
hedging
benchmark toward agency debt securities, corporate debt …
Persistent link: https://www.econbiz.de/10005526306
Saved in:
5
Interest rate options dealers'
hedging
in the US dollar fixed income market
Kambhu, John
-
Federal Reserve Bank of New York
-
1997
The potential for the dynamic
hedging
of written options to lead to positive feedback in asset price dynamics has … available
hedging
instruments is sufficiently large to absorb the demands resulting from the dynamic
hedging
of US dollar …
Persistent link: https://www.econbiz.de/10005717265
Saved in:
6
Traders' broker choice, market liquidity and market structure
Chakravarty, Sugato
;
Sarkar, Asani
-
Federal Reserve Bank of New York
-
1997
Hedgers and a risk-neutral informed trader choose between a broker who takes a position in the asset (a capital broker) and a broker who does not (a discount broker). The capital broker exploits order flow information to mimic informed trades and offset hedgers' trades, reducing informed profits...
Persistent link: https://www.econbiz.de/10005526299
Saved in:
7
Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions
Locke, Peter R.
;
Sarkar, Asani
;
Wu, Lifan
-
Federal Reserve Bank of New York
-
1997
Dual trading is the practice whereby futures floor traders execute trades both for their own and customers' accounts on the same day. We provide evidence, in the context of restrictions on dual trading, that aggregate liquidity measures, such as the average bid-ask spread, may be misleading...
Persistent link: https://www.econbiz.de/10005512224
Saved in:
8
Expected repo specialness costs and the Treasury auction cycle
Keane, Frank
-
Federal Reserve Bank of New York
-
1995
Repo rates for the most recently issued or "on-the-run" securities often diverge from general repo rates. The purpose of this study is to convey that relatively sizable divergences in repo rates for on-the-run issues are normal repeating events for the Treasury market, rather than evidence of...
Persistent link: https://www.econbiz.de/10005717262
Saved in:
9
Mortgage security
hedging
and the yield curve
Fernald, Julia
;
Mosser, Patricia C.
;
Keane, Frank
-
Federal Reserve Bank of New York
-
1994
Persistent link: https://www.econbiz.de/10005387236
Saved in:
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