IMF Publications by Author
Browse by Subject
Sasaki, Tsuyoshi:
2015
Title: Fragilities in the U.S. Treasury Market: Lessons from the “Flash Rally” of October 15, 2014
Series: Working Paper No. 2015/222
Date: October 13, 2015
Subject: Asset and liability management Financial institutions Financial markets Futures Futures markets High frequency trading Liquidity Treasury bills and bonds