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Financial Market Implications of the Federal Debt Paydown
10 references·12 citing·47 second hop
Financial Market Implications of the Federal Debt Paydown (2000)Financial Market Implications of the Fede…Liquidity, Maturity, and the Yields on U.S. Treasury Securities (2012)Liquidity, Maturity, and the …The Treasury Securities Market: Overview and Recent Developments (1999)The Treasury Securities Marke…Are Banks Still Important for Financing Large Businesses (1999)Are Banks Still Important for…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…The Round-the-Clock Market for U.S. Treasury Securities (1997)The Round-the-Clock Market fo…Special Repo Rates: An Empirical Analysis (1997)Special Repo Rates: An Empiri…Special Repo Rates (1996)Special Repo RatesIdiosyncratic Variation of Treasury Bill Yields (1996)Idiosyncratic Variation of Tr…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1995)Predicting U.S. Recessions: F…Liquidity, Maturity, and the Yields on U.S. Treasury Securities (1991)Liquidity, Maturity, and the …Liquidity measures throughout the lifetime of the U.S. Treasury bond (2017)Liquidity measures throughout…The Economic Consequences of Rising U.S. Government Debt: Privileges at Risk (2010)The Economic Consequences of …Dealer behavior in the specials market for US Treasury securities (2007)Dealer behavior in the specia…The Liquidity Service of Benchmark Securities (2005)The Liquidity Service of Benc…The Changing Shape of Fixed Income Markets (2005)The Changing Shape of Fixed I…Government Debt: A Key Role in Financial Intermediation (2005)Government Debt: A Key Role i…Government Debt (2005)Government DebtExplaining Settlement Fails (2005)Explaining Settlement FailsRepurchase Agreements with Negative Interest Rates (2004)Repurchase Agreements with Ne…A Model of the Convenience Yields in On-the-Run Treasuries (2004)A Model of the Convenience Yi…Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Market (2002)Supply Contraction and Tradin…Pfandbrief-style products in Europe (2001)Pfandbrief-style products in …Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)Dynamic Asset Pricing Theory. (1993)A Search‐Based Theory of the On‐the‐Run Phenomenon (2008)Sizing Up Repo (2014)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Auctions of Divisible Goods: On the Rationale for the Treasury Experiment (1993)Tax and Liquidity Effects in Pricing Government Bonds (1998)The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks* (2006)The Term Structure of Interbank Risk (2012)Optimal fiscal and monetary policy in an economy without capital (1983)Law and Finance (1998)The Mystery of Capital: Why Capitalism Triumphs in the West and Fails Everywhere Else (2000)Quantitative Models of Sovereign Default and the Threat of Financial Exclusion (2007)The Economics of Sovereign Defaults (2007)THE DETERMINANTS OF FINANCIAL DEVELOPMENT AND PRIVATE SECTOR CREDITS: EVIDENCE FROM PANEL DATA (2008)Some Unpleasant Monetarist Arithmetic (1984)The equity premium: A puzzle (1985)The Unconventional Dynamics of Economic and Financial Aggregates (2010)The Aggregate Demand for Treasury Debt (2012)GOVERNMENT DEBT MANAGEMENT AT THE ZERO LOWER BOUND (2014)Covid‐19, Economic Growth and South African Fiscal Policy (2020)An equilibrium characterization of the term structure (1977)The federal funds rate and the channels of monetary transmission (1989)A Comparative‐Advantage Approach to Government Debt Maturity (2015)The History and Economics of Safe Assets (2017)Government corruption, market segmentation and renewable energy technology innovation: Evidence from China (2021)The money market (1983)News from the U. 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this work references cited by second hop

References

  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1996Special Repo Rates461 cited
  • 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
  • 1996Idiosyncratic Variation of Treasury Bill Yields254 cited
  • 1991Liquidity, Maturity, and the Yields on U.S. Treasury Securities230 cited
  • 1997Special Repo Rates: An Empirical Analysis209 cited
  • 2012Liquidity, Maturity, and the Yields on U.S. Treasury Securities111 cited
  • 1997The Round-the-Clock Market for U.S. Treasury Securities72 cited
  • 1999Are Banks Still Important for Financing Large Businesses71 cited
  • 1999The Treasury Securities Market: Overview and Recent Developments59 cited

Cited by

  • 2010The Economic Consequences of Rising U.S. Government Debt: Privileges at Risk76 cited
  • 2005Government Debt: A Key Role in Financial Intermediation72 cited
  • 2005Government Debt61 cited
  • 2005The Liquidity Service of Benchmark Securities40 cited
  • 2007Dealer behavior in the specials market for US Treasury securities39 cited
  • 2004

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A Model of the Convenience Yields in On-the-Run Treasuries
34 cited
  • 2005Explaining Settlement Fails32 cited
  • 2002Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Market30 cited
  • 2017Liquidity measures throughout the lifetime of the U.S. Treasury bond29 cited
  • 2005The Changing Shape of Fixed Income Markets29 cited
  • 2004Repurchase Agreements with Negative Interest Rates23 cited
  • 2001Pfandbrief-style products in Europe20 cited