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ECONIS (ZBW)
48
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1
Treasury safety, liquidity, and money premium dynamics : evidence from debt limit impasses
Cashin, David
;
Syron Ferris, Erin E.
;
Klee, Elizabeth
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
6
,
pp. 1475-1506
Persistent link: https://www.econbiz.de/10014364318
Saved in:
2
The determinants of long-term corporate debt issuances
Badoer, Dominique C.
;
James, Christopher M.
- In:
The journal of finance : the journal of the American …
71
(
2016
)
1
,
pp. 457-492
Persistent link: https://www.econbiz.de/10011561934
Saved in:
3
The effectiveness of alternative monetary policy tools in a zero lower bound environment
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of money, credit and banking : JMCB
44
(
2012
),
pp. 3-46
Persistent link: https://www.econbiz.de/10009574683
Saved in:
4
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
5
Are liquidity and information risks priced in the treasury bond market?
Li, Haitao
;
Wang, Junbo
;
Wu, Chunchi
;
He, Yan
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
Saved in:
6
Using survey data to correct the bias in policy expectations extracted from fed funds futures
Ichiue, Hibiki
;
Yuyama, Tomonori
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
8
,
pp. 1631-1647
Persistent link: https://www.econbiz.de/10003907146
Saved in:
7
Evidence on the extent and potential sources of long memory in US Treasury security returns and yields
Connolly, Robert A.
;
Güner, Z. Nuray
;
Hightower, Kenneth N.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 689-702
Persistent link: https://www.econbiz.de/10003469732
Saved in:
8
The US Treasury buyback auctions : the cost of retiring illiquid bonds
Han, Bing
;
Longstaff, Francis A.
;
Merrill, Craig B.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
6
,
pp. 2673-2693
Persistent link: https://www.econbiz.de/10003593799
Saved in:
9
Does urgency affect price at market? : An analysis of U.S. treasury short-term finance
Seligman, Jason S.
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
4
,
pp. 989-1012
Persistent link: https://www.econbiz.de/10003343681
Saved in:
10
Automation versus intermediation : evidence from treasuries going off the run
Barclay, Michael J.
;
Hendershott, Terrence
;
Kotz, Kenneth
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2395-2414
Persistent link: https://www.econbiz.de/10003378713
Saved in:
11
Do exchange rates respond to day-to-day changes in monetary policy expectations when no monetary policy changes occur?
Fatum, Rasmus
;
Scholnick, Barry
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
6
,
pp. 1641-1658
Persistent link: https://www.econbiz.de/10003363404
Saved in:
12
How do official bailouts affect the risk of investing in emerging markets?
Dell'Ariccia, Giovanni
;
Schnabel, Isabel
;
Zettelmeyer, …
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
7
,
pp. 1689-1714
Persistent link: https://www.econbiz.de/10003386738
Saved in:
13
Do behavioral biases affect prices?
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
60
(
2005
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10002645568
Saved in:
14
Conditional time-varying interest rate risk premium : evidence from the treasury bill futures market
Hess, Alan C.
;
Kamara, Avraham
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
4
,
pp. 679-698
Persistent link: https://www.econbiz.de/10003053654
Saved in:
15
Economic news and the impact of trading on bond prices
Green, Tracy Clifton
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1201-1234
Persistent link: https://www.econbiz.de/10002094778
Saved in:
16
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
17
Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.
;
Kavajecz, Kenneth A.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2623-2654
Persistent link: https://www.econbiz.de/10002502852
Saved in:
18
Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell
;
Pedersen, Lasse Heje
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
Saved in:
19
Term premia and interest rate forecasts in affine models
Duffee, Greg
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
Saved in:
20
Declining treasury debt : a conference sponsored by the Federal Reserve Bank of Cleveland , October 24 - 26, 2001
Haubrich, Joseph Gerard
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001698048
Saved in:
21
Are larger treaury issues more liquid? : Evidence from bill reopenings
Fleming, Michael J.
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,2
,
pp. 707-735
Persistent link: https://www.econbiz.de/10001698054
Saved in:
22
Supply contraction and trading protocol : an examination of recent changes in the US Treasury market
Boni, Leslie
;
Leach, J. Chris
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,2
,
pp. 740-762
Persistent link: https://www.econbiz.de/10001698058
Saved in:
23
GSE debt and the decline in the Treasury debt market
Ambrose, Brent William
;
King, Tao-Hsien Dolly
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,2
,
pp. 812-839
Persistent link: https://www.econbiz.de/10001698065
Saved in:
24
What should the Federal Reserve do as Treasury debt is repaid?
Kohn, Donald L.
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,2
,
pp. 941-945
Persistent link: https://www.econbiz.de/10001698076
Saved in:
25
An exploration of neo-Austrian theory applied to financial markets
Benink, Harald A.
;
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1011-1027
Persistent link: https://www.econbiz.de/10001593020
Saved in:
26
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
27
Explaining the rate spread on corporate bonds
Elton, Edwin J.
(
contributor
)
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 247-277
Persistent link: https://www.econbiz.de/10001575067
Saved in:
28
Is sound just noise?
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1887-1910
Persistent link: https://www.econbiz.de/10001615434
Saved in:
29
Lifting the veil of secrecy from monetary policy : evidence from the Fed's early discount rate policy
Thornton, Daniel L.
- In:
Journal of money, credit and banking : JMCB
32
(
2000
)
2
,
pp. 155-167
Persistent link: https://www.econbiz.de/10001476814
Saved in:
30
Financial innovation and tahe role of derivative securities : an empirical analysis of the Treasury STRIPS program
Grinblatt, Mark
;
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1415-1436
Persistent link: https://www.econbiz.de/10001497630
Saved in:
31
Investment decisions depend on portfolio disclosures
Musto, David K.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
3
,
pp. 935-952
Persistent link: https://www.econbiz.de/10001395675
Saved in:
32
Expected return, realized return, and asset pricing tests
Elton, Edwin J.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1199-1220
Persistent link: https://www.econbiz.de/10001395746
Saved in:
33
Redemption costs and interest rates under the US national banking system
Champ, Bruce Alan
;
Freeman, Scott
;
Weber, Warren E.
- In:
Journal of money, credit and banking : JMCB
31
(
1999
)
3,2
,
pp. 568-589
Persistent link: https://www.econbiz.de/10001412030
Saved in:
34
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
Saved in:
35
Price formation and liquidity in the US treasury market : the response to public information
Fleming, Michael J.
;
Remolona, Eli M.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1901-1915
Persistent link: https://www.econbiz.de/10001430958
Saved in:
36
Credit risk in private debt portfolios
Carey, Mark S.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1363-1387
Persistent link: https://www.econbiz.de/10001247197
Saved in:
37
Tax and liquidity effects in pricing government bonds
Elton, Edwin J.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
5
,
pp. 1533-1562
Persistent link: https://www.econbiz.de/10001248621
Saved in:
38
The relation between treasury yields and corporate bond yield spreads
Duffee, Greg
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2225-2241
Persistent link: https://www.econbiz.de/10001251907
Saved in:
39
Real rates, expected inflation, and inflation risk premia
Evans, Martin D. D.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10001235489
Saved in:
40
An analysis of bidding in the Japanese Government Bond auctions
Hamao, Yasushi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 755-772
Persistent link: https://www.econbiz.de/10001238223
Saved in:
41
Are there tax effects in the relative pricing of US government bonds?
Green, Richard C.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 609-633
Persistent link: https://www.econbiz.de/10001222440
Saved in:
42
The relation between default-free interest rates and expected economic growth is stronger than you think
Kamara, Avraham
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1681-1694
Persistent link: https://www.econbiz.de/10001227626
Saved in:
43
Special repo rates : an empirical analysis
Jordan, Bradford D.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2051-2072
Persistent link: https://www.econbiz.de/10001232331
Saved in:
44
A nonparametric model of term structure dynamics and the market price of interest rate risk
Stanton, Richard
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 1973-2002
Persistent link: https://www.econbiz.de/10001232335
Saved in:
45
Idiosyncratic variation of Treasury bill yields
Duffee, Greg
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 527-551
Persistent link: https://www.econbiz.de/10001205902
Saved in:
46
Why do T-bill rates react to discount rate changes?
Thornton, Daniel L.
- In:
Journal of money, credit and banking : JMCB
26
(
1994
)
4
,
pp. 839-850
Persistent link: https://www.econbiz.de/10001175617
Saved in:
47
Taxes and the futures-forward price difference in the 91-day T-bill market
Viswanath, P. V.
- In:
Journal of money, credit and banking : JMCB
21
(
1989
)
2
,
pp. 190-205
Persistent link: https://www.econbiz.de/10001066670
Saved in:
48
From T-bills to common stocks : investigating the generality of intra-week return seasonality
Flannery, Mark J.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 431-450
Persistent link: https://www.econbiz.de/10001059358
Saved in:
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