search query: @journal_id 1391 / total: 208
reference: 34 / 208
Author: | Boni, L. Leach, J. C. |
Title: | Supply contraction and trading protocol: an examination of recent changes in the U.S. treasury market |
Journal: | Journal of Money, Credit and Banking
2002 : AUG, VOL. 34:3, part 2, p. 740-762 |
Index terms: | Trade policy Government contracting Public expenditure Liquidity USA |
Language: | eng |
Abstract: | The authors investigate liquidity and trader behaviour in the U.S. treasury market during recent supply contractions. They find that, even after substantial losses in their market share of coupon Treasury trading, brokers reporting voice-brokered trading through GovPX (a group of brokers) provide an important protocol for depth discovery. |
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