GSE debt and the decline in the Treasury debt market

Journal of Money, Credit and Banking

Volumn 34, Issue 3 II, 2002, Pages 812-839

  Ambrose, Brent W ^a   King, Tao Hsien Dolly ^a  

^a UNIVERSITY OF KENTUCKY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036679546     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2002.0008     Document Type: Article

References (32)

1. Pricing effects in Fannie Mae agency bonds
2. Liquidity, maturity, and the yields on U.S. treasury securities
3. Nonmonetary effects of the financial crisis in the propagation of the great depression
4. On the predictive power of interest rates and interest rate spreads
5. An investigation of cost differences between public sales and private placements of debt
6. Contract costs, bank loans, and the cross-monitoring hypothesis
7. Federal deposit insurance versus federal sponsorship of Fannie Mae and Freddie Mac: The structure of subsidy
8. Does the liquidity of a debt issue increase with its size? Evidence from the corporate bond and medium-term note markets
9. The relation between treasury yields and corporate bond yield spreads
10. Tax and liquidity effects in pricing government bonds
11. Explaining the rate spread on corporate bonds
12. GSEs of federal policy: Public benefits as instruments and public costs
13. Term premiums in bond returns
14. The benchmark U.S. treasury market: Recent performance and possible alternatives
15. The effect of bond rating agency announcements on bond and stock prices
16. The slope of the credit yield curve for speculative-grade issuers
17. Tax effects in term structure estimation
18. Liquidity, taxes, and short-term treasury yields
19. The tax-adjusted yield curve
20. A new linear programming approach to bond portfolio management
21. Bond price data and bond market liqnidity
22. Measuring a tax-specific term structure of interest rates in the market for British government securities
23. Tax-induced clientele effects in the market for British government securities: Placing bounds on security values in an incomplete market
24. New indexes of coincident and leading economic indicators
25. The use of market information in pricing deposit insurance
26. Bond returns, liquidity, and missing data