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 4 5 507
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 12 0 8 10 27
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 2 16 0 3 8 25
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 2 35 0 9 13 66
Buybacks in Treasury cash and debt management 0 0 0 114 7 16 19 489
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 0 1 21 0 14 19 44
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 3 99 14 41 60 171
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 1 5 9 627
Federal Reserve Participation in Public Treasury Offerings 0 0 1 6 1 9 14 39
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 0 66 0 9 18 115
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 0 14 0 2 4 20
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 0 48 0 4 7 71
Innovations in Treasury Debt Instruments 0 0 0 8 0 11 15 48
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 1 5 8 42
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 1 2 34 0 5 10 55
Managing the Treasury Yield Curve in the 1940s 0 0 2 23 9 23 39 116
Market Function Purchases by the Federal Reserve 0 0 4 51 1 10 20 112
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 0 60 4 13 15 101
The Evolution of Federal Debt Ceilings 0 0 0 5 0 4 5 17
The Treasury Market Practices Group: A Consequential First Decade 0 0 1 3 0 4 9 52
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 0 10 18 168
The early years of the primary dealer system 0 0 0 47 2 7 17 90
The first debt ceiling crisis 0 0 0 70 1 9 18 103
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 5 6 438
Will “Quantitative Easing” Trigger Inflation? 0 0 1 84 0 7 17 133
Total Working Papers 0 1 20 1,195 41 237 383 3,676

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 3 6 73
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 0 2 4 53
Best Execution in Securities Markets: An Application of Signaling and Agency Theory 0 0 1 55 0 2 4 150
Cash settlement of futures contracts: An economic analysis 0 0 0 5 0 3 4 15
Dealer behavior in the specials market for US Treasury securities 0 1 5 229 2 9 19 605
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 1 2 230 1 8 18 552
Explaining settlement fails 1 1 1 103 1 4 9 323
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 1 1 3 88 3 5 13 220
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 0 1 61 1 7 9 237
On the Existence and Uniqueness of Solutions to Multi-Period Linear/Quadratic Optimal Control Problems 0 0 0 6 1 9 10 49
On the Information Content of Prices 0 0 0 45 0 3 6 142
On the independence of transactions on the New York Stock exchange 0 0 0 39 0 2 4 116
Opening prices on the New York Stock Exchange 0 0 0 11 0 8 11 95
Origins of the Federal Reserve book-entry system 0 1 2 77 4 18 26 473
Price Dispersion in the Government Securities Market 0 3 5 122 0 10 15 396
Price Movements and Price Discovery in Futures and Cash Markets 4 11 31 1,009 21 42 123 2,348
Recent innovations in Treasury cash management 0 1 1 120 0 3 7 462
Repurchase agreements with negative interest rates 0 0 0 234 0 5 6 777
Risk Premiums on Federal Agency Debt 0 0 0 18 0 5 5 111
Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk 0 1 2 158 0 6 12 528
Technology, Communication and the Performance of Financial Markets: 1840-1975 0 0 7 296 1 9 22 658
Testing the Hypothesis of Beta Stationarity 0 0 1 98 0 7 11 254
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 2 73 0 6 11 242
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 1 76 1 4 8 385
The Treasury auction process: objectives, structure, and recent acquisitions 0 1 1 160 3 11 14 618
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 0 49 0 9 11 237
The evolution of repo contracting conventions in the 1980s 0 0 1 93 1 11 20 282
The institutionalization of treasury note and bond auctions, 1970-75 0 1 1 55 8 15 17 362
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 2 34 3 20 77 636
The payment system and domestic exchange rates: Technological versus institutional change 0 0 2 49 0 6 13 144
Time variation in the relationship between inflation and interest rates 0 0 0 194 0 3 7 728
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 0 204 2 6 11 886
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 1 1 38 2 9 12 189
Total Journal Articles 6 24 73 4,057 55 270 545 13,346

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 6 12 52
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 0 7 11 153
Pricing Corporate Securities as Contingent Claims 0 0 0 0 0 0 2 130
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 0 1 5 53 3 6 12 110
Total Books 0 1 5 53 3 19 37 445

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 2 5 0 6 10 49
Total Chapters 0 1 2 5 0 6 10 49

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09