www.financialresearch.gov/working-pape...
— Barth, D. & Kahn, R.J. (2021). Hedge Funds and the Treasury Cash-Futures Disconnect (OFRwp-21-01). Office of Financial Research.
#TreasuryCrisis #BasisTrade #SystemicRisk #HedgeFundWarning #RepoMarket
#GlobalLiquidity #MarketCollapse #PrepareForImpact
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