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 1 1 2 79 3 3 8 510
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 12 5 8 15 32
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 2 16 3 6 11 28
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 2 35 5 10 18 71
Buybacks in Treasury cash and debt management 0 0 0 114 10 20 29 499
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 0 1 21 1 2 20 45
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 3 99 17 42 77 188
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 3 4 12 630
Federal Reserve Participation in Public Treasury Offerings 0 0 1 6 0 4 14 39
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 0 66 6 9 24 121
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 0 14 4 5 8 24
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 0 48 2 2 9 73
Innovations in Treasury Debt Instruments 0 0 0 8 3 6 18 51
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 2 4 10 44
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 2 34 2 3 12 57
Managing the Treasury Yield Curve in the 1940s 0 0 2 23 6 22 45 122
Market Function Purchases by the Federal Reserve 0 0 4 51 4 8 24 116
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 0 60 2 11 17 103
The Evolution of Federal Debt Ceilings 0 0 0 5 0 3 5 17
The Treasury Market Practices Group: A Consequential First Decade 0 0 1 3 3 3 12 55
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 3 11 21 171
The early years of the primary dealer system 0 0 0 47 7 12 23 97
The first debt ceiling crisis 0 0 0 70 0 7 17 103
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 4 5 10 442
Will “Quantitative Easing” Trigger Inflation? 0 0 0 84 3 6 19 136
Total Working Papers 1 1 20 1,196 98 216 478 3,774

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 7 74
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 1 1 5 54
Best Execution in Securities Markets: An Application of Signaling and Agency Theory 0 0 1 55 0 1 4 150
Cash settlement of futures contracts: An economic analysis 0 0 0 5 1 1 5 16
Dealer behavior in the specials market for US Treasury securities 0 0 4 229 2 6 20 607
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 0 1 230 0 1 17 552
Explaining settlement fails 0 1 1 103 2 3 11 325
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 1 3 88 1 5 13 221
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 0 1 61 2 5 11 239
On the Existence and Uniqueness of Solutions to Multi-Period Linear/Quadratic Optimal Control Problems 0 0 0 6 0 4 10 49
On the Information Content of Prices 0 0 0 45 1 2 7 143
On the independence of transactions on the New York Stock exchange 0 0 0 39 0 1 4 116
Opening prices on the New York Stock Exchange 0 0 0 11 0 2 11 95
Origins of the Federal Reserve book-entry system 0 1 2 77 4 15 30 477
Price Dispersion in the Government Securities Market 0 3 5 122 3 8 18 399
Price Movements and Price Discovery in Futures and Cash Markets 3 10 32 1,012 9 38 129 2,357
Recent innovations in Treasury cash management 0 1 1 120 1 3 8 463
Repurchase agreements with negative interest rates 0 0 0 234 1 2 7 778
Risk Premiums on Federal Agency Debt 0 0 0 18 0 0 5 111
Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk 0 0 1 158 1 2 12 529
Technology, Communication and the Performance of Financial Markets: 1840-1975 0 0 6 296 1 5 21 659
Testing the Hypothesis of Beta Stationarity 0 0 0 98 1 2 11 255
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 2 73 1 2 12 243
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 1 76 3 5 11 388
The Treasury auction process: objectives, structure, and recent acquisitions 0 1 1 160 6 13 20 624
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 0 49 4 8 15 241
The evolution of repo contracting conventions in the 1980s 0 0 1 93 4 8 24 286
The institutionalization of treasury note and bond auctions, 1970-75 0 1 1 55 1 13 18 363
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 0 34 11 16 77 647
The payment system and domestic exchange rates: Technological versus institutional change 0 0 2 49 1 3 14 145
Time variation in the relationship between inflation and interest rates 0 0 0 194 2 3 9 730
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 1 1 1 205 5 8 16 891
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 1 1 38 2 8 14 191
Total Journal Articles 4 21 68 4,061 72 196 596 13,418

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 4 13 53
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 6 11 17 159
Pricing Corporate Securities as Contingent Claims 0 0 0 0 2 2 4 132
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 0 1 5 53 0 5 12 110
Total Books 0 1 5 53 9 22 46 454

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 1 2 5 2 5 12 51
Total Chapters 0 1 2 5 2 5 12 51

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Statistics updated 2026-05-06