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Volumn 36, Issue 2, 2001, Pages 251-265

Are treasury securities free of default?

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0035635591     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2676273     Document Type: Article
Times cited : (26)

References (12)
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    • (1990) New England Economic Review , pp. 51-68
    • Bernanke, B.S.1
  • 2
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    • Sept.
    • Board ol Governors of the Federal Reserve System, Washington, DC. Federal Reserve Bulletin, 82 (Sept. 1996), A3-A76.
    • (1996) Federal Reserve Bulletin , vol.82
  • 4
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    • Commercial paper
    • Richmond, VA: Federal Reserve Bank of Richmond
    • Hahn, T. K. "Commercial Paper." In Instruments, of the Money Market, Seventh Ed. Richmond, VA: Federal Reserve Bank of Richmond (1993), 105-127.
    • (1993) Instruments, of the Money Market, Seventh Ed. , pp. 105-127
    • Hahn, T.K.1
  • 5
    • 0039008350 scopus 로고
    • An analysis of informational value of bond rating changes
    • Holthausen, R. W., and R. W. Lettwich. "An Analysis of Informational Value of Bond Rating Changes." Journal of Financial Economics, 17 (1986), 57-89.
    • (1986) Journal of Financial Economics , vol.17 , pp. 57-89
    • Holthausen, R.W.1    Lettwich, R.W.2
  • 6
    • 0000545178 scopus 로고
    • Term structure of corporate bond yields as a function of risk of default
    • Johnson, R. E. "Term Structure of Corporate Bond Yields as a Function of Risk of Default." Journal of Finance, 22 (1967), 313-351.
    • (1967) Journal of Finance , vol.22 , pp. 313-351
    • Johnson, R.E.1
  • 7
    • 84971946814 scopus 로고
    • Liquidity, taxes and short-term treasury yields
    • Sept.
    • Kamara, A. "Liquidity, Taxes and Short-Term Treasury Yields." Journal of financial and Quantitative Analysis, 29 (Sept. 1994), 403-417.
    • (1994) Journal of Financial and Quantitative Analysis , vol.29 , pp. 403-417
    • Kamara, A.1
  • 8
    • 0040747544 scopus 로고    scopus 로고
    • The relation between default-free interest rates and expected economic growth is stronger than you think
    • Sept.
    • _. "The Relation between Default-Free Interest Rates and Expected Economic Growth is Stronger Than You Think." Journal of Finance, 52 (Sept. 1997), 1681-1694.
    • (1997) Journal of Finance , vol.52 , pp. 1681-1694
  • 9
    • 0011412051 scopus 로고
    • Market trading structures and asset pricing: Evidence from treasury-bill markets
    • _. "Market Trading Structures and Asset Pricing: Evidence from Treasury-Bill Markets." Review of Financial Studies, 1 (1988), 357-375.
    • (1988) Review of Financial Studies , vol.1 , pp. 357-375
  • 10
    • 0040192305 scopus 로고
    • Large negotiable certificates of deposit
    • Richmond, VA: Federal Reserve Bank of Richmond
    • Morris, M. D., and J. R. Walter. "Large Negotiable Certificates of Deposit." In Instruments of the Money Market, Seventh Ed. Richmond, VA: Federal Reserve Bank of Richmond (1993), 34-47.
    • (1993) Instruments of the Money Market, Seventh Ed. , pp. 34-47
    • Morris, M.D.1    Walter, J.R.2
  • 11
    • 0000706085 scopus 로고
    • A simple positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey, W., and K. West. "A Simple Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica, 55 (1987), 707-708.
    • (1987) Econometrica , vol.55 , pp. 707-708
    • Newey, W.1    West, K.2
  • 12
    • 84987477035 scopus 로고
    • The day the united states defaulted on treasury bills
    • Aug.
    • Zivney, T. L., and R. D. Marcus. "The Day the United States Defaulted on Treasury Bills." Financial Review, 24 (Aug. 1989), 475-489.
    • (1989) Financial Review , vol.24 , pp. 475-489
    • Zivney, T.L.1    Marcus, R.D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.