Michael J. Fleming

Michael Fleming

Vice President and Function Head
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

michael.fleming@ny.frb.org

   
The Netting Efficiencies of Marketwide Central Clearing
With Frank M. Keane
Federal Reserve Bank of New York Staff Reports 964, April 2021

Minimum Price Increment, Competition for Liquidity Provision, and Price Discovery
With Giang Nguyen and Francisco Ruela
Federal Reserve Bank of New York Staff Reports 886 , April 2019, Revised February 2021

An Index of Treasury Market Liquidity: 1991-2017
With Tobias Adrian and Erik Vogt
Federal Reserve Bank of New York Staff Report 827, November 2017

Trading Activity in the Indian Government Bond Market
With Seema Saggar and Samita Sareen
Federal Reserve Bank of New York Staff Report 785, August 2016

ECB Monetary Operations and the Interbank Repo Market
With Peter G. Dunne and Andrey Zholos
Federal Reserve Bank of New York Staff Report 654, December 2013

The Microstructure of China’s Government Bond Market
With Jennie Bai and Casidhe Horan
Federal Reserve Bank of New York Staff Report 622, May 2013

An Analysis of OTC Interest Rate Derivatives Transactions: Implications for Public Reporting
With John Jackson, Ada Li, Asani Sarkar, and Patricia Zobel
Federal Reserve Bank of New York Staff Reports, No. 557,March 2012, Revised October 2012 

An Analysis of CDS Transactions: Implications for Public Reporting
With Kathryn Chen, John Jackson, Ada Li, and Asani Sarkar
Federal Reserve Bank of New York Staff Reports, No. 517, September 2011

How Do Treasury Dealers Manage Their Positions?
With Joshua V. Rosenberg
Federal Reserve Bank of New York Staff Reports, No. 299, August 2007, Revised May 2008

Monetary Policy Tick-by-Tick
With Monika Piazzesi
Working paper, August 2005

Heat Waves, Meteor Showers, and Trading Volume: An Analysis of Volatility Spillovers in the U.S. Treasury Market
With Jose A. Lopez
Federal Reserve Bank of New York Staff Reports, No. 82, July 1999

The Term Structure of Announcement Effects
With Eli M. Remolona
Federal Reserve Bank of New York Staff Reports, No. 76, May 1999

Preserving Firm Value through Exit: The Case of Voluntary Liquidations
With John J. Moon
Federal Reserve Bank of New York Staff Reports, No. 8, December 1995

Michael Fleming's CVPDF

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