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

Working Paper
Callable U.S. Treasury bonds: optimal calls, anomalies, and implied volatilities
Ronn, Ehud I.; Bliss, Robert R. (1997)
Previous studies on interest rate derivatives have been limited by the relatively short history of most traded derivative securities. The prices for callable U.S. Treasury securities, available for the period 1926?95, provide the sole source of evidence concerning the implied volatility of interest rates over this extended period. Using the prices of callable, as well as non-callable, Treasury instruments, this paper estimates implied interest rate volatilities for the past seventy years. Our technique for estimating implied volatilities enables us to address two important issues concerning ...
FRB Atlanta Working Paper , Paper 97-1

Journal Article
Treasury financing
anonymous (1945-01)
Federal Reserve Bulletin , Issue Jan , Pages 1-9

Working Paper
Requiem for a market marker: the case of Drexel Burham Lambert and below-investment-grade bonds
Brewer, Elijah; Adams, William James (1997)
Working Paper Series, Issues in Financial Regulation , Paper WP-97-25

Journal Article
Does the TIPS spread overshoot?
Schmid, Frank A. (2003-12)
Monetary Trends , Issue Dec

Journal Article
There's more than one way to sell a security: the Treasury's auction experiment
Mester, Loretta J. (1995-07)
Business Review , Issue Jul , Pages 3-17

Working Paper
The TIPS yield curve and inflation compensation
Sack, Brian P.; Wright, Jonathan H.; Gürkaynak, Refet S. (2008)
For over ten years, the U.S. Treasury has issued index-linked debt. Federal Reserve Board staff have fitted a yield curve to these indexed securities at the daily frequency from the start of 1999 to the present. This paper describes the methodology that is used and makes the estimates public. Comparison with the corresponding nominal yield curve allows measures of inflation compensation (or breakeven inflation rates) to be computed. We discuss the interpretation of inflation compensation and its relationship to inflation expectations and uncertainty, offering some empirical evidence that ...
Finance and Economics Discussion Series , Paper 2008-05

Journal Article
Statement to Congress, March 17, 1993(government securities market)
Mullins, David W. (1993-05)
Federal Reserve Bulletin , Issue May

Journal Article
Statement to Congress, June 16, 1992(potential issuance of indexed bonds by the Treasury)
Greenspan, Alan (1992-08)
Federal Reserve Bulletin , Issue Aug

Journal Article
Single-price Treasury auction experiment continues
Thompson, Stephen (1993-01)
Financial Update , Issue Jan , Pages 10

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