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Author
Fleming, Michael J.
Title
Price formation and liquidity in the U.S. treasury market : evidence from intraday patterns around announcements / Michael J. Fleming and Eli M. Remolona.
Imprint
New York : Federal Reserve Bank of New York, [1997].
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Call No.
OPAC Message
Status
Axe Archives Fed Docs
FR 1.2/10-3:27
---
Available
Description
35, [19] p. ; ill. ; 22 cm.
Series
Staff reports ; no. 27
Staff reports (Federal Reserve Bank of New York) ; no. 27.
Note
"June 1997."
Bibliography
Includes bibliographical references (p. 27-[30])
Subject
Treasury bills -- Prices -- Econometric models.
Added Author
Remolona, Eli M.
Federal Reserve Bank of New York.
Sudoc No.
FR 1.2/10-3:27
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