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 1 503
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 12 2 2 2 19
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 2 16 2 2 6 22
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 2 35 1 1 7 57
Buybacks in Treasury cash and debt management 0 0 1 114 1 1 6 473
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 0 1 21 1 2 6 30
Direct purchases of U.S. Treasury securities by Federal Reserve banks 1 2 3 99 11 15 20 130
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 2 2 4 622
Federal Reserve Participation in Public Treasury Offerings 0 0 1 6 1 1 6 30
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 0 66 9 9 9 106
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 0 14 0 2 3 18
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 1 48 1 2 5 67
Innovations in Treasury Debt Instruments 0 0 0 8 3 4 7 37
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 0 1 4 37
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 1 33 0 3 6 50
Managing the Treasury Yield Curve in the 1940s 0 0 2 23 8 11 17 93
Market Function Purchases by the Federal Reserve 0 2 5 51 0 6 13 102
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 0 60 1 1 2 88
The Evolution of Federal Debt Ceilings 0 0 0 5 1 1 2 13
The Treasury Market Practices Group: A Consequential First Decade 0 0 1 3 2 3 8 48
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 5 6 10 158
The early years of the primary dealer system 0 0 0 47 2 4 10 83
The first debt ceiling crisis 0 0 0 70 3 7 10 94
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 0 1 433
Will “Quantitative Easing” Trigger Inflation? 0 0 2 84 1 8 11 126
Total Working Papers 1 4 23 1,194 57 94 176 3,439

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 4 70
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 1 2 2 51
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 0 1 1 12
Dealer behavior in the specials market for US Treasury securities 1 1 6 228 1 2 16 596
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 0 4 229 2 7 14 544
Explaining settlement fails 0 0 0 102 0 3 5 319
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 0 2 87 2 4 8 215
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 0 1 61 0 0 2 230
On the Existence and Uniqueness of Solutions to Multi-Period Linear/Quadratic Optimal Control Problems 0 0 0 6 1 1 1 40
On the Information Content of Prices 0 0 0 45 2 2 4 139
On the independence of transactions on the New York Stock exchange 0 0 0 39 0 1 2 114
Opening prices on the New York Stock Exchange 0 0 0 11 1 3 3 87
Origins of the Federal Reserve book-entry system 0 0 1 76 1 6 9 455
Price Dispersion in the Government Securities Market 0 1 3 119 1 3 7 386
Price Movements and Price Discovery in Futures and Cash Markets 1 8 23 998 9 50 88 2,306
Recent innovations in Treasury cash management 0 0 0 119 1 3 5 459
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 2 5 7 522
Technology, Communication and the Performance of Financial Markets: 1840-1975 0 4 8 296 1 5 14 649
Testing the Hypothesis of Beta Stationarity 0 0 1 98 2 3 4 247
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 2 73 1 3 5 236
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 1 1 1 76 3 4 4 381
The Treasury auction process: objectives, structure, and recent acquisitions 0 0 0 159 1 1 3 607
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 0 49 1 1 4 228
The evolution of repo contracting conventions in the 1980s 0 0 1 93 1 3 9 271
The institutionalization of treasury note and bond auctions, 1970-75 0 0 0 54 2 2 5 347
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 2 34 13 22 71 616
The payment system and domestic exchange rates: Technological versus institutional change 0 0 3 49 3 4 9 138
Time variation in the relationship between inflation and interest rates 0 0 0 194 1 1 5 725
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 0 204 2 4 5 880
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 0 0 37 1 3 5 180
Total Journal Articles 3 15 60 4,033 56 150 325 13,076

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 1 3 6 46
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 0 3 5 146
Pricing Corporate Securities as Contingent Claims 0 0 0 0 2 2 2 130
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 0 0 9 52 1 1 17 104
Total Books 0 0 9 52 4 9 30 426

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

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Statistics updated 2026-01-09