SSRNTrading, Microstructure & Execution
Treasury Market Liquidity Evolution in 2023
The article discloses that liquidity conditions in the U.S. Treasury securities market deteriorated suddenly in March 2023 following two banks' failures, but quickly recovered, with liquidity continuing to closely follow the level expected by the path of interest rate volatility.
Featured in No. 22 on 18 Oct 2023 · 1 day after release
- Released
- 17 Oct 2023
- First featured
- No. 22 · 18 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 6
- Identifier
- SSRN 4605041
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