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 3 10 10 27
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 2 16 3 5 8 25
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 2 35 5 10 14 66
Buybacks in Treasury cash and debt management 0 0 0 114 3 10 13 482
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 0 1 21 1 15 20 44
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 1 3 99 11 38 46 157
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 6 8 626
Federal Reserve Participation in Public Treasury Offerings 0 0 1 6 3 9 13 38
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 0 66 3 18 18 115
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 0 14 1 2 4 20
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 1 48 0 5 8 71
Innovations in Treasury Debt Instruments 0 0 0 8 3 14 15 48
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 1 4 7 41
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 1 2 34 1 5 10 55
Managing the Treasury Yield Curve in the 1940s 0 0 2 23 7 22 30 107
Market Function Purchases by the Federal Reserve 0 0 5 51 3 9 20 111
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 0 60 5 10 11 97
The Evolution of Federal Debt Ceilings 0 0 0 5 3 5 5 17
The Treasury Market Practices Group: A Consequential First Decade 0 0 1 3 0 6 10 52
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 8 15 18 168
The early years of the primary dealer system 0 0 0 47 3 7 15 88
The first debt ceiling crisis 0 0 0 70 6 11 17 102
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 1 5 6 438
Will “Quantitative Easing” Trigger Inflation? 0 0 1 84 3 8 17 133
Total Working Papers 0 2 22 1,195 77 253 348 3,635

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 3 6 73
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 0 3 4 53
Best Execution in Securities Markets: An Application of Signaling and Agency Theory 0 0 1 55 1 2 5 150
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 2 5 229 2 8 18 603
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 1 4 230 0 9 19 551
Explaining settlement fails 0 0 0 102 0 3 8 322
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 0 2 87 1 4 10 217
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 0 1 61 2 6 8 236
On the Existence and Uniqueness of Solutions to Multi-Period Linear/Quadratic Optimal Control Problems 0 0 0 6 3 9 9 48
On the Information Content of Prices 0 0 0 45 1 5 7 142
On the independence of transactions on the New York Stock exchange 0 0 0 39 1 2 4 116
Opening prices on the New York Stock Exchange 0 0 0 11 2 9 11 95
Origins of the Federal Reserve book-entry system 1 1 2 77 7 15 22 469
Price Dispersion in the Government Securities Market 3 3 5 122 5 11 15 396
Price Movements and Price Discovery in Futures and Cash Markets 3 8 27 1,005 8 30 102 2,327
Recent innovations in Treasury cash management 1 1 1 120 2 4 8 462
Repurchase agreements with negative interest rates 0 0 0 234 1 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 1 8 12 528
Technology, Communication and the Performance of Financial Markets: 1840-1975 0 0 7 296 3 9 21 657
Testing the Hypothesis of Beta Stationarity 0 0 1 98 1 9 11 254
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 2 73 1 7 11 242
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 1 1 76 1 6 7 384
The Treasury auction process: objectives, structure, and recent acquisitions 1 1 1 160 4 9 11 615
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 0 49 4 10 11 237
The evolution of repo contracting conventions in the 1980s 0 0 1 93 3 11 19 281
The institutionalization of treasury note and bond auctions, 1970-75 1 1 1 55 4 9 9 354
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 2 34 2 30 82 633
The payment system and domestic exchange rates: Technological versus institutional change 0 0 2 49 2 9 13 144
Time variation in the relationship between inflation and interest rates 0 0 0 194 1 4 8 728
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 0 204 1 6 9 884
Why the U.S. Treasury began auctioning Treasury bills in 1929 1 1 1 38 4 8 10 187
Total Journal Articles 11 21 69 4,051 69 271 505 13,291

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 7 12 52
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 5 7 12 153
Pricing Corporate Securities as Contingent Claims 0 0 0 0 0 2 2 130
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 1 1 5 53 2 4 11 107
Total Books 1 1 5 53 10 20 37 442

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 1 1 2 5 3 6 10 49
Total Chapters 1 1 2 5 3 6 10 49

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Statistics updated 2026-03-04