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 1 78 0 0 2 503
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 2 16 0 0 4 20
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 2 35 0 1 6 56
Buybacks in Treasury cash and debt management 0 0 1 114 0 1 6 472
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 0 1 21 0 2 4 28
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 1 97 0 0 6 115
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 1 2 620
Federal Reserve Participation in Public Treasury Offerings 0 0 1 6 0 2 6 29
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 1 66 0 0 2 97
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 0 14 2 2 3 18
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 1 48 0 0 4 65
Innovations in Treasury Debt Instruments 0 0 1 8 0 0 4 33
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 0 0 3 36
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 1 33 3 3 6 50
Managing the Treasury Yield Curve in the 1940s 0 1 3 23 0 2 9 82
Market Function Purchases by the Federal Reserve 0 0 4 49 2 2 12 98
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 0 60 0 1 2 87
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 1 3 1 1 8 46
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 0 1 4 152
The early years of the primary dealer system 0 0 0 47 1 3 9 80
The first debt ceiling crisis 0 0 0 70 3 3 6 90
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 1 2 433
Will “Quantitative Easing” Trigger Inflation? 0 0 2 84 4 4 7 122
Total Working Papers 0 1 24 1,190 16 30 119 3,361

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 1 3 69
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 0 0 0 49
Best Execution in Securities Markets: An Application of Signaling and Agency Theory 0 0 1 55 0 0 3 148
Cash settlement of futures contracts: An economic analysis 0 0 0 5 1 1 1 12
Dealer behavior in the specials market for US Treasury securities 0 0 7 227 1 3 23 595
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 0 4 229 2 4 10 539
Explaining settlement fails 0 0 0 102 2 3 4 318
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 0 3 87 1 1 8 212
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 1 2 61 0 1 3 230
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 0 2 137
On the independence of transactions on the New York Stock exchange 0 0 0 39 0 1 1 113
Opening prices on the New York Stock Exchange 0 0 0 11 1 1 1 85
Origins of the Federal Reserve book-entry system 0 0 2 76 4 4 8 453
Price Dispersion in the Government Securities Market 1 1 3 119 2 2 6 385
Price Movements and Price Discovery in Futures and Cash Markets 3 8 19 993 23 34 64 2,279
Recent innovations in Treasury cash management 0 0 1 119 2 2 6 458
Repurchase agreements with negative interest rates 0 0 0 234 0 0 1 772
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 0 1 157 0 0 3 517
Technology, Communication and the Performance of Financial Markets: 1840-1975 1 2 7 293 1 2 13 645
Testing the Hypothesis of Beta Stationarity 0 0 1 98 0 0 1 244
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 2 73 2 2 4 235
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 0 75 1 1 1 378
The Treasury auction process: objectives, structure, and recent acquisitions 0 0 1 159 0 0 3 606
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 1 49 0 1 5 227
The evolution of repo contracting conventions in the 1980s 0 0 1 93 1 1 8 269
The institutionalization of treasury note and bond auctions, 1970-75 0 0 1 54 0 0 6 345
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 3 34 6 14 68 600
The payment system and domestic exchange rates: Technological versus institutional change 0 1 3 49 1 3 7 135
Time variation in the relationship between inflation and interest rates 0 0 0 194 0 2 4 724
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 0 204 1 2 4 877
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 0 2 37 1 1 6 178
Total Journal Articles 5 13 65 4,023 53 87 277 12,979

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 2 5 6 45
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 1 2 7 144
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 0 1 10 52 0 1 17 103
Total Books 0 1 10 52 3 8 31 420

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 1 1 4 0 2 4 43
Total Chapters 0 1 1 4 0 2 4 43

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Statistics updated 2025-11-08