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 1 3 502
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 1 12 0 0 2 17
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 1 14 0 1 2 17
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 2 33 0 2 6 52
Buybacks in Treasury cash and debt management 1 1 1 114 2 3 10 469
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 0 0 20 0 0 0 24
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 3 96 1 2 6 111
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 0 1 618
Federal Reserve Participation in Public Treasury Offerings 0 0 1 5 1 1 3 25
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 4 66 0 1 6 97
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 1 14 1 1 3 16
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 1 47 0 1 4 63
Innovations in Treasury Debt Instruments 0 1 2 8 2 4 7 33
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 1 32 1 1 5 34
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 4 32 0 1 5 45
Managing the Treasury Yield Curve in the 1940s 0 0 3 21 0 1 10 77
Market Function Purchases by the Federal Reserve 0 0 6 46 2 2 15 91
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 3 60 0 1 4 86
The Evolution of Federal Debt Ceilings 0 0 3 5 1 1 4 12
The Treasury Market Practices Group: A Consequential First Decade 0 0 0 2 1 3 8 42
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 1 2 5 150
The early years of the primary dealer system 0 0 5 47 0 1 10 73
The first debt ceiling crisis 0 0 0 70 1 1 1 85
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 1 2 432
Will “Quantitative Easing” Trigger Inflation? 0 1 1 83 0 1 6 116
Total Working Papers 1 3 43 1,173 14 33 128 3,287

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 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 0 0 1 54 0 0 1 145
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 1 3 7 224 4 10 29 585
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 1 6 226 1 3 11 532
Explaining settlement fails 0 0 3 102 0 0 4 314
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 0 1 85 0 0 3 207
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 0 0 135
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 1 3 75 0 2 8 447
Price Dispersion in the Government Securities Market 0 1 3 117 1 2 9 381
Price Movements and Price Discovery in Futures and Cash Markets 1 4 15 978 4 9 43 2,225
Recent innovations in Treasury cash management 0 1 2 119 0 2 5 454
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 0 2 156 1 2 7 516
Technology, Communication and the Performance of Financial Markets: 1840-1975 1 3 8 289 1 3 13 636
Testing the Hypothesis of Beta Stationarity 0 0 0 97 0 0 0 243
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 1 71 0 0 1 231
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 1 75 0 0 2 377
The Treasury auction process: objectives, structure, and recent acquisitions 0 1 1 159 0 1 5 604
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 1 1 49 1 3 7 226
The evolution of repo contracting conventions in the 1980s 0 0 0 92 0 0 7 262
The institutionalization of treasury note and bond auctions, 1970-75 0 1 4 54 0 4 11 345
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 2 32 2 12 105 551
The payment system and domestic exchange rates: Technological versus institutional change 0 1 3 47 0 2 6 131
Time variation in the relationship between inflation and interest rates 0 0 0 194 0 0 0 720
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 1 204 0 2 4 875
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 1 4 37 1 3 9 177
Total Journal Articles 3 19 71 3,982 16 61 301 12,786

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 1 6 40
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 0 3 6 141
Pricing Corporate Securities as Contingent Claims 0 0 0 0 0 1 1 128
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 3 5 13 48 6 9 21 96
Total Books 3 5 13 48 6 14 34 405

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

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Statistics updated 2025-03-03