SSRNTrading, Microstructure & Execution
US. Treasuries: Liquidity Premiums and Results
Liquidity Premiums and Results: A new model of U.S. Treasuries suggests that liquidity factors are more significant than others, Federal Reserve asset purchases impact expected rates and term premiums, and inflation expectations are less stable than previously thought.
Featured in No. 24 on 2 Nov 2023 ·
- Released
- 6 May 2022
- First featured
- No. 24 · 2 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4619340
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