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The benchmark U.S. Treasury market: recent performance and possible alternatives

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  • Michael J. Fleming

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File URL: http://www.newyorkfed.org/research/epr/00v06n1/0004flem.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of New York in its journal Economic Policy Review.

Volume (Year): (2000)
Issue (Month): Apr ()
Pages: 129-145

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Handle: RePEc:fip:fednep:y:2000:i:apr:p:129-145:n:v.6no.1

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Related research

Keywords: Forecasting ; Economic indicators ; Treasury bills ; Government securities ; Budget ; Debts; Public;

References

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  1. Duffie, Darrell, 1996. " Special Repo Rates," Journal of Finance, American Finance Association, vol. 51(2), pages 493-526, June.
  2. Dominique Dupont & Brian Sack, 1999. "The Treasury securities market: overview and recent development," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 785-806.
  3. Mark Fisher & Douglas Nychka & David Zervos, 1995. "Fitting the term structure of interest rates with smoothing splines," Finance and Economics Discussion Series 95-1, Board of Governors of the Federal Reserve System (U.S.).
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