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The Aggregate Demand for Treasury Debt
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/s001990050268openalex-snapshot
Equilibrium interest rate and liquidity premium with transaction costs
inferredcites →https://doi.org/10.1016/s0304-405x(02)00207-6openalex-snapshot
The bond/old-bond spread
inferredcites →https://doi.org/10.1086/262056openalex-snapshot
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles
inferredcites →https://doi.org/10.1086/386528openalex-snapshot
The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices
inferredcites →https://doi.org/10.1086/508379openalex-snapshot
Inflation and the Redistribution of Nominal Wealth
inferredcites →https://doi.org/10.1086/ma.18.3585252openalex-snapshot
Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions
inferredcites →https://doi.org/10.1093/rfs/11.2.281openalex-snapshot
Default Risk Cannot Explain the Muni Puzzle: Evidence from Municipal Bonds that are Secured by U.S. Treasury Obligations
inferredcites →https://doi.org/10.1093/rfs/12.4.687openalex-snapshot
Modeling Term Structures of Defaultable Bonds
inferredcites →https://doi.org/10.1093/rfs/hhm063openalex-snapshot
Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
inferredcites →https://doi.org/10.1108/eb022939openalex-snapshot
Commercial Paper Defaults and Rating Transitions, 1972–1995
inferredcites →https://doi.org/10.1111/0022-1082.00089openalex-snapshot
The Relation Between Treasury Yields and Corporate Bond Yield Spreads
inferredcites →https://doi.org/10.1111/j.1540-6261.1969.tb00365.xopenalex-snapshot
THE WORLD WAR II POLICY OF FIXING A PATTERN OF INTEREST RATES1
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03058.xopenalex-snapshot
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04623.xopenalex-snapshot
Liquidity, Maturity, and the Yields on U.S. Treasury Securities
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00797.xopenalex-snapshot
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01203.xopenalex-snapshot
Corporate Yield Spreads and Bond Liquidity
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01276.xopenalex-snapshot
Liquidity or Credit Risk? The Determinants of Very Short‐Term Corporate Yield Spreads
inferredcites →https://doi.org/10.1353/eca.2000.0020openalex-snapshot
The Economic Consequences of Disappearing Government Debt
inferredcites →https://doi.org/10.1353/eca.2011.0019openalex-snapshot
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
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Requiem for Regulation Q: What It Did and Why It Passed Away
inferredcites →https://doi.org/10.2139/ssrn.1012607openalex-snapshot
Bond Supply and Excess Bond Returns
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Default and Recovery Rates of Corporate Bond Issuers: 2000
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A Monetary Approach to Asset Liquidity
inferredcites →https://doi.org/10.5860/choice.48-0987openalex-snapshot
Slapped by the invisible hand: the panic of 2007
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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The Expected Real Return to Equity
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Why High Leverage is Optimal for Banks
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The Laffer Curve in an Incomplete-Market Economy
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The Macroeconomics of Shadow Banking
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Forecasting Bond Yields with Segmented Term Structure Models
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Savers and Spenders: Fiscal Policy as a Potential Resolution to the Treasury Bond Premium Puzzle
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Price Effects of Sovereign Debt Auctions in the Euro-Zone: The Role of the Crisis
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Macroeconomic Drivers of Bond and Equity Risks
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Corporate Liquidity Management: A Conceptual Framework and Survey
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Federal Reserve Tools for Managing Rates and Reserves
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The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk
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A Model of Monetary Policy and Risk Premia
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Cheap But Flighty: How Global Imbalances Create Financial Fragility
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A Portfolio-Balance Approach to the Nominal Term Structure
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Technical Review Panel for the Pension Insurance Modeling System (PIMS)
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A Search Model of the Aggregate Demand for Safe and Liquid Assets
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Fiscal and Monetary Policies in Complex Evolving Economies
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Honoring Sovereign Debt or Bailing Out Domestic Residents: A Theory of Internal Costs of Default
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Liquidity Freezes Under Adverse Selection
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Financial Repression in the European Sovereign Debt Crisis
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Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
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Banks Are Where the Liquidity Is
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A New Structure for U.S. Federal Debt
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Optimal Monetary Policy in a Collateralized Economy
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inferred← citeshttps://doi.org/10.2139/ssrn.2957114openalex-extracted
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inferred← citeshttps://doi.org/10.2139/ssrn.2957195openalex-extracted
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inferred← citeshttps://doi.org/10.2139/ssrn.2977458openalex-extracted
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inferred← citeshttps://doi.org/10.2139/ssrn.2980559openalex-extracted
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inferred← citeshttps://doi.org/10.2139/ssrn.3132058openalex-extracted
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inferred← citeshttps://doi.org/10.2139/ssrn.3156002openalex-extracted
Deflation Forces and Inequality
inferred← citeshttps://doi.org/10.2139/ssrn.3160597openalex-extracted
Banks’ Holdings of and Trading in Government Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.3178705openalex-extracted
Gap-Filling Government Debt Maturity Choice
inferred← citeshttps://doi.org/10.2139/ssrn.3189880openalex-extracted
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inferred← citeshttps://doi.org/10.2139/ssrn.3191928openalex-extracted
Liquidity Requirements and Bank Deposits: Evidence from Ethiopia
inferred← citeshttps://doi.org/10.2139/ssrn.3239293openalex-extracted
Liquidity Premium and the Substitution Between Money and Treasuries
inferred← citeshttps://doi.org/10.2139/ssrn.3247350openalex-extracted
Understanding Persistent Stagnation
inferred← citeshttps://doi.org/10.2139/ssrn.3249601openalex-extracted
Global Trends in Interest Rates
inferred← citeshttps://doi.org/10.2139/ssrn.3284836openalex-extracted
Competing with Inventory in Dealership Markets
inferred← citeshttps://doi.org/10.2139/ssrn.3286717openalex-extracted
Corporate Finance Under Safe Asset Scarcity
inferred← citeshttps://doi.org/10.2139/ssrn.3289498openalex-extracted
Idiosyncratic Tail Risk and the Credit Spread Puzzle
inferred← citeshttps://doi.org/10.2139/ssrn.3296959openalex-extracted
A Simple Approach to Estimate Long-Term Interest Rates
inferred← citeshttps://doi.org/10.2139/ssrn.3299001openalex-extracted
Macroprudential Capital Regulation in General Equilibrium
inferred← citeshttps://doi.org/10.2139/ssrn.3300344openalex-extracted
Quantitative Easing, Collateral Constraints, and Financial Spillovers
inferred← citeshttps://doi.org/10.2139/ssrn.3300347openalex-extracted
Linking Policy to Outcomes: A Simple Framework for Debt Maturity Management
inferred← citeshttps://doi.org/10.2139/ssrn.3306278openalex-extracted
Quantitative Easing, Collateral Constraints, and Financial Spillovers
inferred← citeshttps://doi.org/10.2139/ssrn.3309317openalex-extracted
Banks as Producers of Financial Services
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