---
title: US. Treasuries: Liquidity Premiums and Results
url: https://www.ml-quant.com/papers/ssrn/4619340/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4619340
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4619340
featured: 2023-11-02
citations: unknown
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4619340
- Identifier: SSRN 4619340
- Released: 2022-05-06
- First featured: Quant Letter No. 24 (2023-11-02): https://www.ml-quant.com/issues/2023-11-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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