Kenneth A. Kavajecz

Working Papers

 

• Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market, with Alessandro Beber and Michael Brandt

   

• Price Discovery in the Treasury Futures Market , with Michael Brandt and Shane Underwood.

   

 

 

Work in Progress

 

• "An Analysis of the Repurchase Agreement Market," with Michael Brandt and Shane Underwood.

   

• "On the Evolution of Exchanges," with Matthew J. Clayton and Bjorn N. Jorgensen.