Access Statistics for Kenneth D. Garbade

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anomalous bidding in short-term Treasury bill auctions 0 0 0 77 0 0 3 502
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 12 0 0 0 17
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 1 14 0 0 2 17
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 0 33 0 1 5 53
Buybacks in Treasury cash and debt management 0 0 1 114 0 1 5 470
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 1 1 1 21 1 2 2 26
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 0 96 1 1 4 112
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 0 0 618
Federal Reserve Participation in Public Treasury Offerings 0 0 0 5 0 0 2 25
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 3 66 0 0 4 97
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 1 14 0 0 2 16
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 1 1 48 0 1 3 64
Innovations in Treasury Debt Instruments 0 0 2 8 0 0 7 33
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 1 1 4 35
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 2 32 0 0 3 45
Managing the Treasury Yield Curve in the 1940s 0 0 2 21 0 0 5 77
Market Function Purchases by the Federal Reserve 1 2 6 48 2 3 12 94
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 2 60 0 0 3 86
The Evolution of Federal Debt Ceilings 0 0 1 5 0 0 2 12
The Treasury Market Practices Group: A Consequential First Decade 0 0 0 2 0 1 6 43
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 0 0 3 150
The early years of the primary dealer system 0 0 1 47 1 2 8 75
The first debt ceiling crisis 0 0 0 70 1 2 3 87
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 0 2 432
Will “Quantitative Easing” Trigger Inflation? 0 1 2 84 0 1 6 117
Total Working Papers 2 5 26 1,178 7 16 96 3,303

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN INSTITUTIONAL INNOVATION TO REDUCE THE AGENCY COSTS OF PUBLIC CORPORATE BONDS 0 0 0 21 0 0 3 67
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 0 0 1 49
Best Execution in Securities Markets: An Application of Signaling and Agency Theory 1 1 1 55 1 2 2 147
Cash settlement of futures contracts: An economic analysis 0 0 0 5 0 0 1 11
Dealer behavior in the specials market for US Treasury securities 0 1 7 225 3 5 28 590
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 3 9 229 0 3 12 535
Explaining settlement fails 0 0 1 102 1 1 3 315
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 0 1 85 0 1 4 208
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 0 1 60 0 0 3 228
On the Existence and Uniqueness of Solutions to Multi-Period Linear/Quadratic Optimal Control Problems 0 0 0 6 0 0 0 39
On the Information Content of Prices 0 0 0 45 0 1 1 136
On the independence of transactions on the New York Stock exchange 0 0 1 39 0 0 2 112
Opening prices on the New York Stock Exchange 0 0 0 11 0 0 1 84
Origins of the Federal Reserve book-entry system 0 0 1 75 0 0 3 447
Price Dispersion in the Government Securities Market 1 1 3 118 2 2 8 383
Price Movements and Price Discovery in Futures and Cash Markets 3 5 16 983 7 10 35 2,235
Recent innovations in Treasury cash management 0 0 2 119 0 1 6 455
Repurchase agreements with negative interest rates 0 0 0 234 0 0 0 771
Risk Premiums on Federal Agency Debt 0 0 0 18 0 0 0 106
Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk 0 1 2 157 0 1 4 517
Technology, Communication and the Performance of Financial Markets: 1840-1975 0 1 9 290 0 2 15 638
Testing the Hypothesis of Beta Stationarity 0 1 1 98 0 1 1 244
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 1 1 2 72 1 1 2 232
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 0 75 0 0 1 377
The Treasury auction process: objectives, structure, and recent acquisitions 0 0 1 159 0 0 3 604
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 1 49 0 0 5 226
The evolution of repo contracting conventions in the 1980s 0 0 0 92 2 2 9 264
The institutionalization of treasury note and bond auctions, 1970-75 0 0 2 54 0 0 9 345
The introduction of the TMPG fails charge for U.S. Treasury securities 0 2 4 34 4 23 97 574
The payment system and domestic exchange rates: Technological versus institutional change 0 0 2 47 0 0 4 131
Time variation in the relationship between inflation and interest rates 0 0 0 194 0 1 1 721
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 1 204 0 0 3 875
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 0 3 37 0 0 7 177
Total Journal Articles 6 17 71 3,999 21 57 274 12,843

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
After the Accord 0 0 0 0 0 0 4 40
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 0 1 5 142
Pricing Corporate Securities as Contingent Claims 0 0 0 0 0 0 1 128
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 1 1 13 49 1 3 23 99
Total Books 1 1 13 49 1 4 33 409

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discretion in the Choice of Macroeconomic Policies 0 0 0 3 1 1 1 40
Total Chapters 0 0 0 3 1 1 1 40

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Statistics updated 2025-06-06