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 2 503
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 12 0 0 0 17
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 2 16 0 0 4 20
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 2 35 0 1 6 56
Buybacks in Treasury cash and debt management 0 0 1 114 0 0 6 472
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 0 1 21 1 2 5 29
Direct purchases of U.S. Treasury securities by Federal Reserve banks 1 1 2 98 4 4 10 119
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 0 2 620
Federal Reserve Participation in Public Treasury Offerings 0 0 1 6 0 1 5 29
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 0 66 0 0 1 97
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 1 4 66
Innovations in Treasury Debt Instruments 0 0 1 8 1 1 5 34
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 1 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 3 3 9 85
Market Function Purchases by the Federal Reserve 2 2 5 51 4 6 13 102
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 0 60 0 1 2 87
The Evolution of Federal Debt Ceilings 0 0 0 5 0 0 1 12
The Treasury Market Practices Group: A Consequential First Decade 0 0 1 3 0 1 7 46
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 1 2 5 153
The early years of the primary dealer system 0 0 0 47 1 3 9 81
The first debt ceiling crisis 0 0 0 70 1 4 7 91
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 1 2 433
Will “Quantitative Easing” Trigger Inflation? 0 0 2 84 3 7 10 125
Total Working Papers 3 3 23 1,193 21 44 128 3,382

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 2 4 70
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 1 1 1 50
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 0 0 6 227 0 3 20 595
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 0 4 229 3 6 13 542
Explaining settlement fails 0 0 0 102 1 4 5 319
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 0 2 87 1 2 6 213
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 0 0 0 39
On the Information Content of Prices 0 0 0 45 0 0 2 137
On the independence of transactions on the New York Stock exchange 0 0 0 39 1 1 2 114
Opening prices on the New York Stock Exchange 0 0 0 11 1 2 2 86
Origins of the Federal Reserve book-entry system 0 0 2 76 1 5 9 454
Price Dispersion in the Government Securities Market 0 1 3 119 0 2 6 385
Price Movements and Price Discovery in Futures and Cash Markets 4 12 23 997 18 48 81 2,297
Recent innovations in Treasury cash management 0 0 1 119 0 2 6 458
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 3 3 6 520
Technology, Communication and the Performance of Financial Markets: 1840-1975 3 4 10 296 3 4 15 648
Testing the Hypothesis of Beta Stationarity 0 0 1 98 1 1 2 245
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 2 73 0 2 4 235
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 0 75 0 1 1 378
The Treasury auction process: objectives, structure, and recent acquisitions 0 0 1 159 0 0 3 606
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 1 49 0 1 4 227
The evolution of repo contracting conventions in the 1980s 0 0 1 93 1 2 8 270
The institutionalization of treasury note and bond auctions, 1970-75 0 0 1 54 0 0 4 345
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 2 34 3 11 64 603
The payment system and domestic exchange rates: Technological versus institutional change 0 1 3 49 0 3 6 135
Time variation in the relationship between inflation and interest rates 0 0 0 194 0 2 4 724
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 0 204 1 2 5 878
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 0 1 37 1 2 5 179
Total Journal Articles 7 18 67 4,030 41 113 295 13,020

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 2 6 45
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 2 4 8 146
Pricing Corporate Securities as Contingent Claims 0 0 0 0 0 0 1 128
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 0 1 9 52 0 1 16 103
Total Books 0 1 9 52 2 7 31 422

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 2025-12-06