313 posts on "Financial Markets"
April 1, 2013
How Liquid Is the Inflation Swap Market?
Inflation swaps are used to transfer inflation risk and make inferences about the future course of inflation.
March 25, 2013
A New Approach for Identifying Demand and Supply Shocks in the Oil Market
An oil-price spike is often used as the textbook example of a supply shock. However, rapidly rising oil prices can also reflect a demand shock. Recognizing the difference is important for central bankers.
Posted at 7:00 am in Exports, Financial Institutions, Financial Markets, International Economics | Permalink
March 4, 2013
February 20, 2013
Primary Dealers’ Waning Role in Treasury Auctions
On December 12, 2012, primary government securities dealers bought just 33 percent of the new ten-year Treasury notes sold at auction.
January 2, 2013
A “Reference Price Auction” to Buy or Sell Different Assets Simultaneously
In finance, auctions are often conducted to buy or sell simultaneously various assets with very different characteristics.
Posted at 7:00 am in Financial Markets | Permalink
December 3, 2012
Just Released: Money and Payments Workshop Examines Financial Market Structure
We’ve recently posted the proceedings of an October 19 Money and Payments Workshop that brought together researchers from central banks and academia as well as practitioners to discuss the importance of financial market structure.
Posted at 7:00 am in Financial Markets | Permalink
November 7, 2012
September 17, 2012
The Odd Behavior of Repo Haircuts during the Financial Crisis
Since the financial crisis began, there’s been substantial debate on the role of haircuts in U.S. repo markets.
August 29, 2012
If Interest Rates Go Negative . . . Or, Be Careful What You Wish For
The United States has slid into eight recessions in the last fifty years. Each time, the Federal Reserve sought to revive economic activity by reducing interest rates.
Posted at 7:05 am in Financial Institutions, Financial Markets, Monetary Policy | Permalink | Comments (7)
August 22, 2012
The Fed’s Emergency Liquidity Facilities during the Financial Crisis: The PDCF
During the height of the 2007-09 financial crisis, intermediation activities across the financial sector collapsed.
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