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 0 1 8 511
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 12 1 1 19 36
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 0 16 1 1 9 29
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 0 35 0 0 16 71
Buybacks in Treasury cash and debt management 1 1 1 115 7 10 38 510
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 1 1 1 22 2 4 23 50
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 2 99 1 12 93 208
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 1 11 631
Federal Reserve Participation in Public Treasury Offerings 0 0 0 6 0 0 11 39
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 0 66 5 6 35 132
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 0 14 1 1 9 25
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 0 0 0 8 1 1 21 54
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 0 1 9 45
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 1 34 1 2 12 59
Managing the Treasury Yield Curve in the 1940s 1 3 3 26 5 10 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 1 1 20 106
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 1 2 12 57
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 1 2 24 175
The early years of the primary dealer system 0 0 0 47 1 3 24 102
The first debt ceiling crisis 0 0 0 70 2 2 18 105
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 1 11 443
Will “Quantitative Easing” Trigger Inflation? 0 0 0 84 0 1 19 137
Total Working Papers 3 5 11 1,201 31 64 547 3,885

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 1 1 7 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 1 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 1 3 230 5 6 22 614
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 1 2 231 1 6 25 561
Explaining settlement fails 0 0 1 103 1 4 15 330
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 1 1 2 89 1 1 11 222
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 1 1 7 144
On the independence of transactions on the New York Stock exchange 0 0 0 39 0 0 4 117
Opening prices on the New York Stock Exchange 0 0 0 11 0 1 12 96
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 1 1 17 400
Price Movements and Price Discovery in Futures and Cash Markets 1 5 32 1,017 13 24 136 2,385
Recent innovations in Treasury cash management 0 0 1 120 2 2 9 465
Repurchase agreements with negative interest rates 0 0 0 234 0 1 8 780
Risk Premiums on Federal Agency Debt 0 0 0 18 0 1 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 0 1 5 297 0 1 18 662
Testing the Hypothesis of Beta Stationarity 0 0 0 98 0 1 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 1 2 161 0 3 22 628
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 2 2 2 51 5 5 21 247
The evolution of repo contracting conventions in the 1980s 0 0 0 93 1 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 25 83 675
The payment system and domestic exchange rates: Technological versus institutional change 0 0 1 49 1 1 16 148
Time variation in the relationship between inflation and interest rates 0 0 0 194 0 0 8 730
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 1 205 1 1 19 895
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 0 1 38 1 2 16 193
Total Journal Articles 4 13 62 4,074 39 93 632 13,539

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 3 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 4 6 25 167
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 2 53 11 12 20 122
Total Books 0 0 2 53 18 21 64 479

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

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Statistics updated 2026-09-10