Search Results

Showing results 1 to 10 of approximately 201.

(refine search)

SORT BY: PREVIOUS / NEXT

All:
Title:
Author:
Abstract:
Keywords:

+ Add Search Parameter

Journal Article
Repo rate patterns for new Treasury notes
Keane, Frank M. (1996-09)
Despite the enormous popularity of the market for repurchase agreements, the behavior of interest rates on "repo" transactions is not well understood. An analysis of new data for 1992-95 reveals that repo rates on recently issued Treasury notes rise and fall in a regular pattern as the Treasury auction cycle progresses.
Current Issues in Economics and Finance , Volume 2 , Issue Sep

Journal Article
The information content of Treasury inflation-indexed securities
Emmons, William R. (2000-11)
Review , Volume 82 , Issue Nov , Pages 25-38

Report
How do treasury dealers manage their positions?
Fleming, Michael J.; Rosenberg, Joshua V. (2007)
Using data on U.S. Treasury dealer positions from 1990 to 2006, we find evidence of a significant role for dealers in the intertemporal intermediation of new Treasury security supply. Dealers regularly take into inventory a large share of Treasury issuance so that dealer positions increase during auction weeks. These inventory increases are only partially offset in adjacent weeks and are not significantly hedged with futures. Dealers seem to be compensated for the risk associated with these inventory changes by means of price appreciation in the subsequent week.
Staff Reports , Paper 299

Journal Article
Tiger by the tail
Burke, William (1976)
FRBSF Economic Letter

Working Paper
An overview of the secondary market for U.S. Treasury securities in London and Tokyo
Stehm, Jeff; Madigan, Brian (1994)
Finance and Economics Discussion Series , Paper 94-17

Journal Article
The money and banking system in wartime
anonymous (1943-12)
Federal Reserve Bulletin , Issue Dec , Pages 1137-1146

Journal Article
Designing effective auctions for treasury securities
Bartolini, Leonardo; Cottarelli, Carlo (1997-07)
Most discussions of treasury auction design focus on the choice between two methods for issuing securities--uniform-price or discriminatory auctions. Although auction theory and much recent research appear to favor the uniform-price method, most countries conduct their treasury auctions using the discriminatory format. What are the main issues underlying the debate over effective auction design?
Current Issues in Economics and Finance , Volume 3 , Issue Jul

Journal Article
Benefits and limitations of inflation indexed Treasury bonds
Shen, Pu (1995-07)
In recent years, members of Congress and academia have repeatedly urged the U.S. Treasury to issue some portion of its debt in the form of inflation indexed bonds. With an indexed bond, the interest and maturity value are adjusted by the rate of inflation over the life of the bond. Because the cash flow of an indexed bond is adjusted for inflation, the bond's real value does not vary with inflation, protecting investors and issuers alike from inflation risk.> Inflation indexed bonds would be a fundamental innovation in U.S. financial markets, providing benefits to investors, the Treasury, and ...
Economic Review , Volume 80 , Issue Q III , Pages 41-56

Working Paper
Macroeconomic risk and Treasury bill pricing: an application of the Factor-Arch model
Sill, Keith (1993)
Working Papers , Paper 93-25

Conference Paper
Federal Reserve asset acquisition: a proposal, panel discussion
Broaddus, Alfred; Goodfriend, Marvin (2002)
Proceedings

show more (3)

PREVIOUS / NEXT

Fed in Print

Search Results

FILTER BY year

FILTER BY Bank

FILTER BY Series

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

FILTER BY Keywords