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DP16410 The Treasury Market in Spring 2020 and the Response of the Federal Reserve 智库出版物
2021
作者:  Annette Vissing-Jørgensen
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Treasury markets  Covid  Quantitative easing  Federal Reserve  
COVID-19 and UK public finances 智库出版物
2020
作者:  Ethan Ilzetzki
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Covid-19  Coronavirus  UK public debt  CfM panel  HM Treasury  
DP14774 A no-arbitrage perspective on global arbitrage opportunities 智库出版物
2020
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Cip violations  Negative swap rates  Treasury basis  Anomalies  No- arbitrage  
DP14774 The term structure of CIP violations 智库出版物
2020
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Cip violations  Negative swap rates  Treasury basis  Anomalies  No-arbitrage  Limits to arbitrage  
DP13874 The Term Structure of Government Debt Uncertainty 智库出版物
2019
作者:  Antonio Mele;  Yoshiki Obayashi;  Shihao Yang
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Fixed income volatility  Information content of government bond volatility  Government bond variance swaps  Treasury markets  
DP13187 The permanent-transitory confusion: Implications for tests of market efficiency and for expected inflation during turbulent and tranquil times 智库出版物
2018
作者:  Alex Cukierman;  Thomas Lustenberger;  Allan H. Meltzer
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Permanent-transitory confusion and rational expectations  Tests of market efficiency in treasury bills and forex markets  Behavior of inflationary expectations during stabilizations and tranquil times  
DP12248 Market Liquidity after the Financial Crisis 智库出版物
2017
作者:  Tobias Adrian;  Michael J. Fleming;  Or Shachar;  Erik Vogt
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Liquidity  Market making  Treasury securities  Corporate bonds  Regulation  
Shopping costs and one-stop shoppers intensify competition 智库出版物
2017
作者:  Howard Smith;  Oyvind Thomassen
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
US Treasury  Trump  Dodd-Frank  depositories  
Making it count: Incentives, effort, and performance in higher education 智库出版物
2017
作者:  Arnaud Chevalier;  Peter Dolton;  Melanie Lührmann
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
spanning hypothesis  Bond yields  Treasury bonds  Risk premia  standard error bias  methods  
DP11731 Market Power and Welfare in Asymmetric Divisible Good Auctions 智库出版物
2016
作者:  Xavier Vives;  Carolina Manzano
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Demand/supply schedule competition  Private information  Liquidity auctions  Treasury auctions  Electricity auctions  market integration