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 75 0 0 2 493
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 9 1 3 5 11
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 0 12 0 0 1 12
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 0 29 1 2 3 44
Buybacks in Treasury cash and debt management 0 0 3 111 0 0 4 450
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 1 2 20 0 2 5 23
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 4 92 0 1 9 99
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 1 3 615
Federal Reserve Participation in Public Treasury Offerings 0 0 0 4 0 0 2 21
How the Fed Managed the Treasury Yield Curve in the 1940s 0 2 9 51 0 3 14 64
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 0 12 1 3 5 10
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 1 45 0 1 6 56
Innovations in Treasury Debt Instruments 0 0 0 5 0 0 6 19
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 1 27 1 2 5 24
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 0 25 0 1 2 33
Managing the Treasury Yield Curve in the 1940s 0 1 3 12 0 3 12 51
Market Function Purchases by the Federal Reserve 0 1 5 33 1 2 8 61
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 1 3 52 1 2 6 75
The Evolution of Federal Debt Ceilings 0 0 0 0 0 0 2 5
The Treasury Market Practices Group: A Consequential First Decade 0 0 1 2 0 1 12 24
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 0 1 2 140
The early years of the primary dealer system 0 1 2 37 0 2 6 54
The first debt ceiling crisis 1 1 1 67 1 4 6 77
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 2 122 0 0 2 430
Will “Quantitative Easing” Trigger Inflation? 0 1 6 76 2 3 16 89
Total Working Papers 1 9 44 1,065 9 37 144 2,980


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 0 1 64
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 0 0 1 48
Best Execution in Securities Markets: An Application of Signaling and Agency Theory 0 2 2 53 0 3 3 141
Cash settlement of futures contracts: An economic analysis 0 1 2 4 0 1 3 9
Dealer behavior in the specials market for US Treasury securities 0 2 4 207 0 2 10 538
Dominant and Satellite Markets: A Study of Dually-Traded Securities 1 1 10 217 1 2 16 516
Explaining settlement fails 0 1 5 98 1 2 9 302
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 2 3 7 83 3 5 9 199
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 0 0 56 1 2 2 219
On the Existence and Uniqueness of Solutions to Multi-Period Linear/Quadratic Optimal Control Problems 0 0 0 5 0 0 0 37
On the Information Content of Prices 0 0 0 45 0 0 1 132
On the independence of transactions on the New York Stock exchange 1 1 1 35 1 2 2 107
Opening prices on the New York Stock Exchange 0 0 0 11 0 0 0 83
Origins of the Federal Reserve book-entry system 0 2 2 69 0 2 4 431
Price Dispersion in the Government Securities Market 0 0 7 109 0 0 11 362
Price Movements and Price Discovery in Futures and Cash Markets 3 6 25 937 6 16 61 2,114
Recent innovations in Treasury cash management 0 0 2 115 0 1 8 445
Repurchase agreements with negative interest rates 0 0 0 233 0 1 3 768
Risk Premiums on Federal Agency Debt 0 0 0 18 0 0 0 105
Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk 0 2 2 148 0 5 8 495
Technology, Communication and the Performance of Financial Markets: 1840-1975 2 4 10 269 4 9 26 600
Testing the Hypothesis of Beta Stationarity 0 0 2 96 0 0 7 242
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 1 1 1 68 1 1 1 225
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 1 71 0 0 1 371
The Treasury auction process: objectives, structure, and recent acquisitions 0 0 1 154 0 1 9 591
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 0 45 1 2 3 214
The evolution of repo contracting conventions in the 1980s 0 0 1 88 0 0 3 247
The institutionalization of treasury note and bond auctions, 1970-75 0 0 1 46 0 1 3 328
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 1 26 1 8 51 349
The payment system and domestic exchange rates: Technological versus institutional change 1 1 1 39 1 1 5 119
Time variation in the relationship between inflation and interest rates 0 0 2 194 0 0 3 718
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 1 202 0 4 8 867
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 0 2 31 0 1 4 155
Total Journal Articles 11 27 93 3,800 21 72 276 12,141


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 8 28
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 0 1 5 125
Pricing Corporate Securities as Contingent Claims 0 0 0 0 0 2 5 123
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 0 1 4 28 0 4 8 59
Total Books 0 1 4 28 0 8 26 335


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomics: Discretion in the Choice of Macroeconomic Policies 0 0 0 3 0 1 1 39
Total Chapters 0 0 0 3 0 1 1 39


Statistics updated 2023-01-04