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End-of-Month Liquidity in the Treasury Market - Liberty Street Economics
https://libertystreeteconomics.newyorkfed.org/2024/09/end-of-month-liquidity-in-the-treasury-market/
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financial markets
liquidity
treasury
Dyer, Fleming, and Shachar show how trading activity in benchmark U.S. Treasury securities now concentrates on the last trading day of the month and consider the implications.
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