Mann, Catherine; Klachkin, Oren - In: Atlantic Economic Journal 43 (2015) 1, pp. 135-146
<Para ID="Par1">A dataset of every U.S. Treasury auction from 2003 to 2012 investigates how Federal Reserve policy of quantitative easing (QE) affects the high-yield at Treasury auctions. Market structural factors known in advance (Federal funds rate, Standard and Poor’s, Chicago Board Option Exchange Market...</para>
