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Keywords:Government securities 

Journal Article
Statement to Congress, March 17, 1993(government securities market)

Federal Reserve Bulletin , Issue May

Working Paper
Estimating the cost of U.S. indexed bonds

A presentation of an equilibrium bond-pricing model driven by two stochastic factors: the real interest rate and the expected rate of inflation. The models parameters are estimated using a maximum-likelihood technique based on a Kalman filter.
Working Papers (Old Series) , Paper 9701

Journal Article
The information content of Treasury inflation-indexed securities

Review , Volume 82 , Issue Nov , Pages 25-38

Journal Article
DM-denominated securities?

FRBSF Economic Letter

Conference Paper
The variation of default risk with Treasury yields


Journal Article
Designing effective auctions for treasury securities

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
Treasury securities offered in smaller amounts

Financial Update , Volume 11 , Issue Oct , Pages 5

Journal Article
The equity risk-premium puzzle

FRBSF Economic Letter

Journal Article
The introduction of the TMPG fails charge for U.S. Treasury securities

The TMPG fails charge for U.S. Treasury securities provides that a buyer of Treasury securities can claim monetary compensation from the seller if the seller fails to deliver the securities on a timely basis. The charge was introduced in May 2009 and replaced an existing market convention of simply postponing?without any explicit penalty and at an unchanged invoice price?a seller?s obligation to deliver Treasury securities if the seller fails to deliver the securities on a scheduled settlement date. This article explains how a proliferation of settlement fails following the insolvency of ...
Economic Policy Review , Volume 16 , Issue Oct , Pages 45-71

Journal Article
Statement to Congress, April 28, 1992(U.S. government securities market)

Federal Reserve Bulletin , Issue Jun , Pages 425-427



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anonymous 29 items

Fleming, Michael J. 14 items

Sack, Brian P. 12 items

Garbade, Kenneth D. 8 items

Mullins, David W. 8 items

Dudley, William 5 items

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