scholarly journals Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models

2012 ◽  
Author(s):  
Robert F. Engle ◽  
Michael J. Fleming ◽  
Eric Ghysels ◽  
Giang Nguyen
Keyword(s):  
Order Book ◽  
New Class ◽  
Treasury Market ◽  
The U.S

scholarly journals Exceptional Paper—A Theory of the U.S. Treasury Market Equilibrium

1980 ◽  
Vol 26 (6) ◽  
pp. 539-569 ◽  
Author(s):  
John Y. Barry ◽  
Herbert F. Ayres
Keyword(s):  
Market Equilibrium ◽  
Treasury Market ◽  
The U.S

scholarly journals Information Shares in the U.S. Treasury Market

2007 ◽  
Author(s):  
Bruce Mizrach ◽  
Christopher J. Neely
Keyword(s):  
Information Shares ◽  
Treasury Market ◽  
The U.S

Economic News and Bond Prices: Evidence from the U.S. Treasury Market

2001 ◽  
Vol 36 (4) ◽  
pp. 523 ◽  
Author(s):  
Pierluigi Balduzzi ◽  
Edwin J. Elton ◽  
T. Clifton Green
Keyword(s):  
Bond Prices ◽  
Economic News ◽  
Treasury Market ◽  
The U.S
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