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The Federal Reserve’s Market Functioning Purchases
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The Federal Reserve’s Market Functioning Purchases (2021)The Federal Reserve’s Market Functioning …The Treasury Market in Spring 2020 and the Response of the Federal Reserve (2021)The Treasury Market in Spring…The COVID-19 Crisis and the Federal Reserve's Policy Response (2021)The COVID-19 Crisis and the F…Leverage and Margin Spirals in Fixed Income Markets during the COVID-19 Crisis (2021)Leverage and Margin Spirals i…The Federal Reserve’s Market Functioning Purchases: From Supporting to Sustaining (2020)The Federal Reserve’s Market …Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity (2020)Mutual Fund Liquidity Transfo…The Time-Varying Price of Financial Intermediation in the Mortgage Market (2017)The Time-Varying Price of Fin…Liquidity in a Market for Unique Assets: Specified Pool and To‐Be‐Announced Trading in the Mortgage‐Backed Securities Market (2017)Liquidity in a Market for Uni…TBA Trading and Liquidity in the Agency MBS Market (2013)TBA Trading and Liquidity in …Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets (2013)Dealer Balance Sheet Capacity…TBA Trading and Liquidity in the Agency MBS Market (2010)TBA Trading and Liquidity in …Flight to safety and U.S. Treasury securities (2010)Flight to safety and U.S. Tre…The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…The Private and Social Value of Information and the Reward to Inventive Activity (1978)The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices (2004)Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market (2008)Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina? (2015)Financial credit drives urban land-use change in the United States (2018)Mortgage Dollar Roll (2018)Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)Intermediary asset pricing: New evidence from many asset classes (2017)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Does Securitization Weaken Screening Incentives? (2020)Shadow Bank Distress and Household Debt Relief: Evidence from the CARES Act (2022)Mortgage-backed securities (2023)A Theory of Intraday Patterns: Volume and Price Variability (1988)Rational Prepayment and the Valuation of Mortgage-Backed Securities (1995)Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆ (2006)Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market (2019)The Cross Section of MBS Returns (2021)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)The bond/old-bond spread (2002)Liquidity and the Threat of Fraudulent Assets (2012)Securitization and the Fixed-Rate Mortgage (2014)The Rescue of Fannie Mae and Freddie Mac (2015)Liquidity Restrictions, Runs, and Central Bank Interventions: Evidence from Money Market Funds (2021)Money Supply and Inflation after COVID-19 (2022)Monetary Policy When the Central Bank Shapes Financial-Market Sentiment (2023)The European Central Bank, the Single Supervisory Mechanism and the COVID-19 related economic crisis: a neofunctionalist analysis (2023)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Aggregate Demand for Treasury Debt (2012)Treasury inconvenience yields during the COVID-19 crisis (2021)Climate transition risk in sovereign bond markets (2023)Why Did Bank Stocks Crash during COVID-19? (2024)Bank Runs, Deposit Insurance, and Liquidity (1983)Asset Fire Sales (and Purchases) in Equity Markets (2005)Firm-Level Exposure to Epidemic Diseases: COVID-19, SARS, and H1N1 (2020)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets (2021)Treasury Inconvenience Yields during the COVID-19 Crisis (2020)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)In sickness and in debt: The COVID-19 impact on sovereign credit risk (2021)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2020Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity268 cited
  • 2021Leverage and Margin Spirals in Fixed Income Markets during the COVID-19 Crisis171 cited
  • 2013TBA Trading and Liquidity in the Agency MBS Market130 cited
  • 2021The Treasury Market in Spring 2020 and the Response of the Federal Reserve107 cited
  • 2017The Time-Varying Price of Financial Intermediation in the Mortgage Market70 cited
  • 2021The COVID-19 Crisis and the Federal Reserve's Policy Response68 cited
  • 2017Liquidity in a Market for Unique Assets: Specified Pool and To‐Be‐Announced Trading in the Mortgage‐Backed Securities Market53 cited
  • 2010TBA Trading and Liquidity in the Agency MBS Market33 cited
  • 2010Flight to safety and U.S. Treasury securities30 cited
  • 2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets29 cited
  • 2020The Federal Reserve’s Market Functioning Purchases: From Supporting to Sustaining11 cited

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