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 1 1 76 0 1 5 498
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 9 0 0 2 12
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 1 13 0 0 1 13
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 1 1 2 31 1 1 4 46
Buybacks in Treasury cash and debt management 0 1 2 113 3 4 7 457
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 0 1 20 0 0 3 24
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 1 93 0 1 7 105
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 0 1 616
Federal Reserve Participation in Public Treasury Offerings 0 0 0 4 0 0 1 22
How the Fed Managed the Treasury Yield Curve in the 1940s 1 1 11 61 4 12 27 90
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 1 13 0 1 5 12
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 1 46 0 1 3 58
Innovations in Treasury Debt Instruments 0 0 1 6 0 2 6 25
Interest-Bearing Securities When Interest Rates are Below Zero 1 2 2 29 1 3 4 27
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 2 27 0 1 5 38
Managing the Treasury Yield Curve in the 1940s 0 1 5 17 1 5 12 63
Market Function Purchases by the Federal Reserve 0 0 6 39 1 3 15 75
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 5 57 0 0 7 81
The Evolution of Federal Debt Ceilings 0 0 2 2 0 0 3 8
The Treasury Market Practices Group: A Consequential First Decade 0 0 0 2 0 0 8 31
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 0 0 6 145
The early years of the primary dealer system 0 0 5 42 0 1 9 62
The first debt ceiling crisis 0 0 4 70 0 0 8 83
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 0 0 430
Will “Quantitative Easing” Trigger Inflation? 1 2 6 81 3 8 19 105
Total Working Papers 4 9 59 1,120 14 44 168 3,126


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 0 64
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 0 0 0 48
Best Execution in Securities Markets: An Application of Signaling and Agency Theory 0 0 1 53 0 0 3 143
Cash settlement of futures contracts: An economic analysis 0 0 2 5 0 0 2 10
Dealer behavior in the specials market for US Treasury securities 0 1 8 214 0 2 14 551
Dominant and Satellite Markets: A Study of Dually-Traded Securities 1 2 4 220 1 2 5 520
Explaining settlement fails 0 0 2 99 1 1 9 309
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 0 2 83 0 0 7 202
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 0 3 59 0 0 6 223
On the Existence and Uniqueness of Solutions to Multi-Period Linear/Quadratic Optimal Control Problems 0 0 0 5 0 1 1 38
On the Information Content of Prices 0 0 0 45 0 1 1 133
On the independence of transactions on the New York Stock exchange 0 0 2 36 0 0 3 108
Opening prices on the New York Stock Exchange 0 0 0 11 0 0 0 83
Origins of the Federal Reserve book-entry system 0 0 5 72 1 2 8 437
Price Dispersion in the Government Securities Market 1 1 4 113 1 1 9 371
Price Movements and Price Discovery in Futures and Cash Markets 2 4 23 955 3 9 62 2,164
Recent innovations in Treasury cash management 0 0 2 117 1 2 5 449
Repurchase agreements with negative interest rates 0 0 1 234 0 0 4 771
Risk Premiums on Federal Agency Debt 0 0 0 18 0 0 1 106
Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk 1 2 5 153 2 3 13 507
Technology, Communication and the Performance of Financial Markets: 1840-1975 2 5 15 280 2 7 29 621
Testing the Hypothesis of Beta Stationarity 0 1 1 97 0 1 1 243
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 3 70 1 1 5 229
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 2 73 1 1 3 374
The Treasury auction process: objectives, structure, and recent acquisitions 0 2 3 157 0 2 7 597
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 3 48 0 0 6 218
The evolution of repo contracting conventions in the 1980s 0 1 4 92 1 2 7 254
The institutionalization of treasury note and bond auctions, 1970-75 0 0 4 50 0 0 6 333
The introduction of the TMPG fails charge for U.S. Treasury securities 0 1 3 29 5 25 55 398
The payment system and domestic exchange rates: Technological versus institutional change 0 0 5 43 0 0 6 124
Time variation in the relationship between inflation and interest rates 0 0 0 194 0 1 1 719
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 0 202 0 0 5 869
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 1 2 33 0 1 11 165
Total Journal Articles 7 21 109 3,888 20 65 295 12,381


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 1 1 3 31
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 2 2 5 130
Pricing Corporate Securities as Contingent Claims 0 0 0 0 1 2 5 127
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 1 3 6 34 1 4 14 71
Total Books 1 3 6 34 5 9 27 359


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 0 0 0 39
Total Chapters 0 0 0 3 0 0 0 39


Statistics updated 2023-11-05