What is the best single, overall proxy measure for liquidity in financial markets? If markets started to freeze, you'd see it there? Or, conversely, you could tell from the measure that markets were starting to freeze.
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There are lots of generally correct answers, the main challenge of the question is what to use as someone not paying for access to the data financial professionals are used to having.... and which market you are most interested in.
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I agree with this for a narrow definition of liquidity. MBS will be skewed by all kinds of stuff, like FED actions, though. I would go with a broader definition that will capture dynamics a bit outside of direct Fed intervention:https://fred.stlouisfed.org/series/TEDRATE
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++ted over mbs here
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In terms of “things you can easily get without a BBG subscription,” think a decent case could be made for the TED spread
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