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The benchmark U.S. Treasury market: recent performance and possible alternatives. (2000). Fleming, Michael.
In: Economic Policy Review.
RePEc:fip:fednep:y:2000:i:apr:p:129-145:n:v.6no.1.

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Cited: 27

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  1. Determinants of performance of securities exchanges in East Africa. (2018). Akileng, Godfrey ; Ssendyona, Charles ; Ogwang, Abbot Anthony.
    In: Journal of Finance and Investment Analysis.
    RePEc:spt:fininv:v:7:y:2018:i:3:f:7_3_3.

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  2. An index of Treasury Market liquidity: 1991-2017. (2017). Vogt, Erik ; Fleming, Michael ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:827.

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  3. Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano. (2015). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Moreno Gutiérrez, José ; Moreno-Gutierrez, Jose Fernando ; Espinosa-Torres, Juan Andres .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:013700.

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  4. Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano. (2015). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Moreno Gutiérrez, José ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando .
    In: Borradores de Economia.
    RePEc:bdr:borrec:903.

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  5. Technological change and the U.S. real interest rate. (2014). Alexandrakis, Constantine.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:4:p:672-686.

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  6. Benchmark tipping in the global bond market. (2014). McCauley, Robert ; Kreicher, Lawrence ; Wooldridge, Philip .
    In: BIS Working Papers.
    RePEc:bis:biswps:466.

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  7. Risk-free assets in financial markets. (2013). Bank for International Settlements, .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:72-15.

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  8. The role of designated market makers in the new trading landscape. (2012). wetherilt, anne ; Benos, Evangelos.
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0091.

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  9. What is driving oil futures prices? Fundamentals versus speculation. (2011). Vansteenkiste, Isabel .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111371.

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  10. Market-making costs in Treasury bills: A benchmark for the cost of liquidity. (2010). Winters, Drew B. ; Griffiths, Mark D. ; Lindley, James T..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2146-2157.

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  11. The U.S. Treasury yield curve: 1961 to the present. (2007). Wright, Jonathan ; Gürkaynak, Refet ; Sack, Brian.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:8:p:2291-2304.

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  12. The Yield of Ten-Year T-Bonds: Stumbling Towards a Good Forecast. (2006). Zimmermann, Guido ; Ponyatovskyy, Vladyslav ; Weibach, Rafael .
    In: Technical Reports.
    RePEc:zbw:sfb475:200650.

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  13. The U.S. Treasury yield curve: 1961 to the present. (2006). Wright, Jonathan ; Gürkaynak, Refet ; Sack, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-28.

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  14. Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments. (2005). Slottje, Daniel ; McAleer, Michael ; Maasoumi, Esfandiar ; Hoiti, Suhejla.
    In: DEA Working Papers.
    RePEc:ubi:deawps:14.

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  15. The scope of monetary policy actions authorized under the Federal Reserve Act. (2004). Small, David H. ; Clouse, James A..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-40.

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  16. Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit. (2003). Gatfaoui, Hayette.
    In: Risk and Insurance.
    RePEc:wpa:wuwpri:0308005.

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  17. The Corporate Spread Curve and Industrial Production in the United States. (2002). Ivaschenko, Iryna V ; Chan-Lau, Jorge A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/008.

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  18. Are larger Treasury issues more liquid? Evidence from bill reopenings. (2002). Fleming, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:145.

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  19. Government Asset and Liability Management in an Era of Vanishing Public Debt. (2002). Bohn, Henning.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt1168177r.

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  20. Financial market implications of the federal debt paydown. (2001). Fleming, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:120.

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  21. The effect of interest rate options hedging on term-structure dynamics. (2001). Kambhu, John ; Mosser, Patricia C..
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2001:i:dec:p:51-70:n:v.7no.3.

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  22. The creation of the Euro and the role of the dollar in international markets. (2001). Pollard, Patricia.
    In: Review.
    RePEc:fip:fedlrv:y:2001:i:may:p:17-36:n:v.83no.5.

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  23. The changing shape of fixed income markets: a collection of studies by central bank economists. (2001). Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:05.

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  24. Government bond market valuations in an era of dwindling supply. (2001). Scholtes, Cedric ; Cooper, Neil .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:05-05.

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  25. Enhancing the liquidity of U.S. Treasury securities in an era of surpluses. (2000). Kambhu, John ; Bennett, Paul ; Barbade, Kenneth.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2000:i:apr:p:89-119:n:v.6no.1.

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  26. Monetary policy when the nominal short-term interest rate is zero. (2000). Tinsley, Peter ; Orphanides, Athanasios ; Henderson, Dale ; Clouse, James ; Small, David .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-51.

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  27. A Practical Guide to Swap Curve Construction. (2000). Ron, Uri.
    In: Staff Working Papers.
    RePEc:bca:bocawp:00-17.

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References

References cited by this document

  1. Budget Surplus, Weak Market for Bonds. August 17. ---------. 1999c. Bonds Sustain Rally on Low Inflation, Expectation of Fed Restraint on Rates. August 26.

Cocites

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  1. The search theory of OTC markets. (2020). Weill, Pierre-Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27354.

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  2. TREASURY BILLS AND/OR CENTRAL BANK BILLS FOR ABSORBING SURPLUS LIQUIDITY: THE MAIN CONSIDERATIONS. (2013). Nyawata, Obert.
    In: Journal of International Commerce, Economics and Policy (JICEP).
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  3. Treasury inflation-indexed debt: a review of the U.S. experience. (2004). Sack, Brian ; Elsasser, Robert.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2004:i:may:p:47-63:n:v.10no.1.

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  4. The information content of forward and futures prices: market expectations and the price of risk. (2004). Chernenko, Sergey V..
    In: International Finance Discussion Papers.
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  5. Measuring treasury market liquidity. (2003). Fleming, Michael.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2003:i:sep:p:83-108:n:v.9no.3.

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  6. Are larger Treasury issues more liquid? Evidence from bill reopenings. (2002). Fleming, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:145.

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  7. Conducting monetary policy without government debt: the Feds early years. (2002). Wheelock, David.
    In: Review.
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  8. Treasury inflation-indexed debt: a review of the U.S. experience. (2002). Sack, Brian ; Elsasser, Robert.
    In: Finance and Economics Discussion Series.
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  9. The changing information content of market interest rates. (2002). Reinhart, Vincent ; Sack, Brian.
    In: BIS Quarterly Review.
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  10. Measuring treasury market liquidity. (2001). Fleming, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:133.

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  11. Financial market implications of the federal debt paydown. (2001). Fleming, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:120.

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  12. Can TIPS help identify long-term inflation expectations?. (2001). Corning, Jonathan ; Shen, Pu.
    In: Economic Review.
    RePEc:fip:fedker:y:2001:i:qiv:p:61-87:n:v.86no.4.

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  13. The benchmark U.S. Treasury market: recent performance and possible alternatives. (2000). Fleming, Michael.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2000:i:apr:p:129-145:n:v.6no.1.

    Full description at Econpapers || Download paper

  14. The information content of Treasury inflation-indexed securities. (2000). Emmons, William.
    In: Review.
    RePEc:fip:fedlrv:y:2000:i:nov:p:25-38:n:v.82no.6.

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  15. Using Treasury STRIPS to measure the yield curve. (2000). Sack, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-42.

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  16. Deriving inflation expectations from nominal and inflation-indexed Treasury yields. (2000). Sack, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-33.

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  17. The Economic Consequences of Disappearing Government Debt. (2000). Reinhart, Vincent ; Sack, Brian.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:31:y:2000:i:2000-2:p:163-220.

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