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Journal Article
Is there a need for regulation in the government securities market?
Rosengren, Eric S. (1986-09)
New England Economic Review , Issue Sep , Pages 29-40

Journal Article
New model identifies optimal conditions for calling U.S. Treasury bonds
anonymous (1996-04)
Economics Update , Issue Apr , Pages 5

Journal Article
Statement to Congress, January 23, 1992(discussion of joint report on improvements in the government securities market)
Corrigan, E. Gerald (1992-03)
Federal Reserve Bulletin , Issue Mar

Report
Forecasting through the rear-view mirror: data revisions and bond return predictability
Ghysels, Eric; Moench, Emanuel; Horan, Casidhe (2012)
Real-time macroeconomic data reflect the information available to market participants, whereas final data?containing revisions and released with a delay?overstate the information set available to them. We document that the in-sample and out-of-sample Treasury return predictability is significantly diminished when real-time as opposed to revised macroeconomic data are used. In fact, much of the predictive information in macroeconomic time series is due to the data revision and publication lag components.
Staff Reports , Paper 581

Conference Paper
Introduction
Haubrich, Joseph G.; Thomson, James B. (2002)
Proceedings

Journal Article
The benchmark U.S. Treasury market: recent performance and possible alternatives - commentary
Crandall, Lou (2000)
Economic Policy Review , Issue Apr , Pages 147-148

Report
What moves the bond market?
Fleming, Michael J.; Remolona, Eli M. (1997)
We take a close look at a year in the U.S. Treasury market and try to explain the sharpest price changes and most active trading episodes. The virtue of our analysis lies in its use of high-frequency data on market movements and accurate release times for a comprehensive set of economic announcements. For the period August 1993 to August 1994, we attribute the 25 largest price moves and 25 greatest trading surges to just-released announcements. The bond market's response to announcements in general is consistent with the way we would expect it to react to new information.
Research Paper , Paper 9706

Working Paper
The treasury yield curve as a cointegrated system
Bradley, Michael G.; Lumpkin, Stephen A. (1990)
Finance and Economics Discussion Series , Paper 106

Conference Paper
Declining Treasury debt; a conference sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001.
Haubrich, Joseph G. (2002)
Proceedings

Journal Article
Extracting inflation expectations from bond yields
Schmid, Frank A. (1999-04)
Monetary Trends , Issue Apr

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