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 79 1 2 9 512
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 12 0 1 19 36
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 0 16 1 2 10 30
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 1 1 1 36 2 2 17 73
Buybacks in Treasury cash and debt management 0 1 1 115 0 7 38 510
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 1 1 22 0 3 22 50
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 2 99 1 3 94 209
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 0 11 631
Federal Reserve Participation in Public Treasury Offerings 0 0 0 6 0 0 10 39
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 0 66 0 5 35 132
How the Nation Resolved Its First Debt Ceiling Crisis 1 1 1 15 1 2 10 26
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 0 48 0 0 8 73
Innovations in Treasury Debt Instruments 1 1 1 9 1 2 22 55
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 0 0 9 45
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 1 34 0 1 12 59
Managing the Treasury Yield Curve in the 1940s 0 3 3 26 0 9 71 153
Market Function Purchases by the Federal Reserve 0 0 2 51 0 1 21 117
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 0 60 0 1 19 106
The Evolution of Federal Debt Ceilings 0 0 0 5 0 0 5 17
The Treasury Market Practices Group: A Consequential First Decade 0 0 0 3 0 2 12 57
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 0 1 23 175
The early years of the primary dealer system 0 0 0 47 1 3 24 103
The first debt ceiling crisis 0 0 0 70 1 3 19 106
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 0 10 443
Will “Quantitative Easing” Trigger Inflation? 0 0 0 84 0 0 19 137
Total Working Papers 3 8 14 1,204 9 50 549 3,894


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 6 75
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 0 0 5 54
Best Execution in Securities Markets: An Application of Signaling and Agency Theory 0 0 0 55 0 1 3 151
Cash settlement of futures contracts: An economic analysis 0 0 0 5 0 0 5 16
Dealer behavior in the specials market for US Treasury securities 0 0 3 230 0 5 20 614
Dominant and Satellite Markets: A Study of Dually-Traded Securities 1 1 3 232 2 4 26 563
Explaining settlement fails 0 0 1 103 1 3 15 331
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 1 2 89 1 2 12 223
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 0 0 61 0 0 9 239
On the Existence and Uniqueness of Solutions to Multi-Period Linear/Quadratic Optimal Control Problems 0 1 1 7 0 1 11 50
On the Information Content of Prices 0 0 0 45 0 1 7 144
On the independence of transactions on the New York Stock exchange 0 0 0 39 1 1 5 118
Opening prices on the New York Stock Exchange 0 0 0 11 1 1 13 97
Origins of the Federal Reserve book-entry system 0 0 1 77 0 1 34 483
Price Dispersion in the Government Securities Market 0 0 4 122 0 1 17 400
Price Movements and Price Discovery in Futures and Cash Markets 1 4 28 1,018 4 23 133 2,389
Recent innovations in Treasury cash management 0 0 1 120 0 2 9 465
Repurchase agreements with negative interest rates 0 0 0 234 0 0 8 780
Risk Premiums on Federal Agency Debt 0 0 0 18 0 0 6 112
Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk 0 0 1 158 0 1 13 530
Technology, Communication and the Performance of Financial Markets: 1840-1975 1 1 6 298 1 1 19 663
Testing the Hypothesis of Beta Stationarity 0 0 0 98 0 0 12 256
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 0 73 0 0 10 243
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 1 76 0 0 11 388
The Treasury auction process: objectives, structure, and recent acquisitions 0 0 2 161 0 0 22 628
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 2 2 51 0 5 20 247
The evolution of repo contracting conventions in the 1980s 0 0 0 93 0 1 19 287
The institutionalization of treasury note and bond auctions, 1970-75 0 0 1 55 0 0 18 363
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 0 34 3 13 84 678
The payment system and domestic exchange rates: Technological versus institutional change 0 0 0 49 0 1 14 148
Time variation in the relationship between inflation and interest rates 0 0 0 194 0 0 6 730
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 1 205 0 1 19 895
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 0 1 38 0 2 16 193
Total Journal Articles 3 10 59 4,077 14 72 627 13,553


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 3 13 56
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 0 5 24 167
Pricing Corporate Securities as Contingent Claims 0 0 0 0 0 0 6 134
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 0 0 1 53 0 11 19 122
Total Books 0 0 1 53 0 19 62 479


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 1 5 0 1 9 52
Total Chapters 0 0 1 5 0 1 9 52


Statistics updated 2026-10-11