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 1 2 79 0 3 8 510
Beyond 30: Long-Term Treasury Bond Issuance from 1953 to 1957 0 0 0 12 3 8 18 35
Beyond 30: Long-Term Treasury Bond Issuance from 1957 to 1965 0 0 2 16 0 3 11 28
Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965 0 0 2 35 0 5 18 71
Buybacks in Treasury cash and debt management 0 0 0 114 1 18 30 500
Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks 0 0 0 21 1 2 20 46
Direct purchases of U.S. Treasury securities by Federal Reserve banks 0 0 3 99 8 39 84 196
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses 0 0 0 123 0 4 12 630
Federal Reserve Participation in Public Treasury Offerings 0 0 1 6 0 1 14 39
How the Fed Managed the Treasury Yield Curve in the 1940s 0 0 0 66 5 11 29 126
How the Nation Resolved Its First Debt Ceiling Crisis 0 0 0 14 0 4 8 24
If Interest Rates Go Negative... Or, Be Careful What You Wish For 0 0 0 48 0 2 9 73
Innovations in Treasury Debt Instruments 0 0 0 8 2 5 20 53
Interest-Bearing Securities When Interest Rates are Below Zero 0 0 0 32 0 3 9 44
Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983 0 0 2 34 0 2 12 57
Managing the Treasury Yield Curve in the 1940s 0 0 2 23 21 36 66 143
Market Function Purchases by the Federal Reserve 0 0 3 51 0 5 22 116
Repurchase agreements as an instrument of monetary policy at the time of the Accord 0 0 0 60 2 8 19 105
The Evolution of Federal Debt Ceilings 0 0 0 5 0 0 5 17
The Treasury Market Practices Group: A Consequential First Decade 0 0 1 3 0 3 12 55
The Treasury Market Practices Group: creation and early initiatives 0 0 0 24 2 5 23 173
The early years of the primary dealer system 0 0 0 47 2 11 24 99
The first debt ceiling crisis 0 0 0 70 0 1 16 103
Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities? 0 0 0 122 0 4 10 442
Will “Quantitative Easing” Trigger Inflation? 0 0 0 84 0 3 19 136
Total Working Papers 0 1 18 1,196 47 186 518 3,821

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 7 74
ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* 0 0 0 7 0 1 5 54
Best Execution in Securities Markets: An Application of Signaling and Agency Theory 0 0 0 55 0 0 3 150
Cash settlement of futures contracts: An economic analysis 0 0 0 5 0 1 5 16
Dealer behavior in the specials market for US Treasury securities 0 0 4 229 1 5 18 608
Dominant and Satellite Markets: A Study of Dually-Traded Securities 0 0 1 230 3 4 20 555
Explaining settlement fails 0 1 1 103 1 4 11 326
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts 0 1 3 88 0 4 13 221
Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis 0 0 1 61 0 3 11 239
On the Existence and Uniqueness of Solutions to Multi-Period Linear/Quadratic Optimal Control Problems 0 0 0 6 0 1 10 49
On the Information Content of Prices 0 0 0 45 0 1 7 143
On the independence of transactions on the New York Stock exchange 0 0 0 39 1 1 5 117
Opening prices on the New York Stock Exchange 0 0 0 11 0 0 11 95
Origins of the Federal Reserve book-entry system 0 0 2 77 5 13 35 482
Price Dispersion in the Government Securities Market 0 0 4 122 0 3 16 399
Price Movements and Price Discovery in Futures and Cash Markets 0 7 29 1,012 4 34 126 2,361
Recent innovations in Treasury cash management 0 0 1 120 0 1 8 463
Repurchase agreements with negative interest rates 0 0 0 234 1 2 8 779
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 0 1 12 529
Technology, Communication and the Performance of Financial Markets: 1840-1975 0 0 6 296 2 4 23 661
Testing the Hypothesis of Beta Stationarity 0 0 0 98 0 1 11 255
The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets 0 0 1 73 0 1 11 243
The Impact of the GNMA Pass-through Program on FHA Mortgage Costs 0 0 1 76 0 4 11 388
The Treasury auction process: objectives, structure, and recent acquisitions 0 0 1 160 1 10 21 625
The emergence of \\"regular and predictable\\" as a Treasury debt management strategy 0 0 0 49 1 5 16 242
The evolution of repo contracting conventions in the 1980s 0 0 1 93 0 5 22 286
The institutionalization of treasury note and bond auctions, 1970-75 0 0 1 55 0 9 18 363
The introduction of the TMPG fails charge for U.S. Treasury securities 0 0 0 34 3 17 76 650
The payment system and domestic exchange rates: Technological versus institutional change 0 0 2 49 2 3 16 147
Time variation in the relationship between inflation and interest rates 0 0 0 194 0 2 9 730
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 1 1 205 3 10 19 894
Why the U.S. Treasury began auctioning Treasury bills in 1929 0 0 1 38 0 4 14 191
Total Journal Articles 0 10 62 4,061 28 155 603 13,446

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 13 53
Birth of a Market: The U.S. Treasury Securities Market from the Great War to the Great Depression 0 0 0 0 2 8 19 161
Pricing Corporate Securities as Contingent Claims 0 0 0 0 2 4 6 134
Treasury debt management under the rubric of regular and predictable issuance: 1983-2012 0 0 4 53 0 3 11 110
Total Books 0 0 4 53 4 16 49 458

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 2 5 0 2 11 51
Total Chapters 0 0 2 5 0 2 11 51

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Statistics updated 2026-06-04