Gregory Bauer
@gregbauer.bsky.social
Professor of Finance, Lang School of Business, University of Guelph. Former Associate Dean, Simon Business School, University of Rochester and Senior Research Director, Bank of Canada.
Reposted by Gregory Bauer
A very good set of musings on the US Treasury market from @marychilds.bsky.social
behind the scenes at a Treasury-market-fragility party
a coalition of the concerned
offtherun.substack.com
July 5, 2025 at 10:38 AM
A very good set of musings on the US Treasury market from @marychilds.bsky.social
Reposted by Gregory Bauer
“Everyone is worried about the basis trade”
Check this great article in hedge funds by Paul.
Among other things it uses an update to our article www.bis.org/publ/qtrpdf/... (check update here: papers.ssrn.com/sol3/papers....), linking MMF to hedge funds’ basis trade through sponsored repo 1/
Check this great article in hedge funds by Paul.
Among other things it uses an update to our article www.bis.org/publ/qtrpdf/... (check update here: papers.ssrn.com/sol3/papers....), linking MMF to hedge funds’ basis trade through sponsored repo 1/
April 9, 2025 at 7:31 AM
“Everyone is worried about the basis trade”
Check this great article in hedge funds by Paul.
Among other things it uses an update to our article www.bis.org/publ/qtrpdf/... (check update here: papers.ssrn.com/sol3/papers....), linking MMF to hedge funds’ basis trade through sponsored repo 1/
Check this great article in hedge funds by Paul.
Among other things it uses an update to our article www.bis.org/publ/qtrpdf/... (check update here: papers.ssrn.com/sol3/papers....), linking MMF to hedge funds’ basis trade through sponsored repo 1/
Attending Central Bank Conference on the Microstructure of Financial Markets at the Banco de Mexico. Excellent papers and venue.
November 20, 2024 at 9:15 PM
Attending Central Bank Conference on the Microstructure of Financial Markets at the Banco de Mexico. Excellent papers and venue.
Reposted by Gregory Bauer
This article in the Globe and Mail discusses seasonal influences on financial markets, including work by my co-authors and me on seasonal depression, risk aversion, and equity returns
www.theglobeandmail.com/business/rob...
www.theglobeandmail.com/business/rob...
Why investors become bearish when the weather gets gloomy
Evidence shows that weather influences investing choices. Can acting on that knowledge lead to better returns?
www.theglobeandmail.com
October 22, 2024 at 2:33 PM
This article in the Globe and Mail discusses seasonal influences on financial markets, including work by my co-authors and me on seasonal depression, risk aversion, and equity returns
www.theglobeandmail.com/business/rob...
www.theglobeandmail.com/business/rob...