IDEAS home Printed from https://ideas.repec.org/a/fip/fedrer/y1977imarp3-8nv.63no.2.html
   My bibliography  Save this article

Changing yield spreads in the U.S. government bond market

Author

Listed:
  • Timothy Q. Cook

Abstract

An abstract for this article is not available

Suggested Citation

  • Timothy Q. Cook, 1977. "Changing yield spreads in the U.S. government bond market," Economic Review, Federal Reserve Bank of Richmond, vol. 63(Mar), pages 3-8.
    • Handle: RePEc:fip:fedrer:y:1977:i:mar:p:3-8:n:v.63no.2
    as

    Download full text from publisher

    File URL: https://fraser.stlouisfed.org/files/docs/publications/frbrichreview/rev_frbrich197703.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Robichek, Alexander A & Niebuhr, W David, 1970. "Tax-Induced Bias in Reported Treasury Yields," Journal of Finance, American Finance Association, vol. 25(5), pages 1081-1090, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Timothy Q. Cook & Patric H. Hendershott, 1977. "The risk-free U.S. bond rate : errors in construction and use in econometric work," Working Paper 77-03, Federal Reserve Bank of Richmond.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Landon, Stuart, 2009. "The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2175-2184, December.
    2. Landon, Stuart & Smith, Constance, 2008. "Taxation and bond market investment strategies: Evidence from the market for Government of Canada bonds," MPRA Paper 9959, University Library of Munich, Germany.
    3. Timothy Q. Cook & Patric H. Hendershott, 1977. "The risk-free U.S. bond rate : errors in construction and use in econometric work," Working Paper 77-03, Federal Reserve Bank of Richmond.
    4. Andrea J. Heuson & Dennis J. Lasser, 1990. "Tax-Timing Options And The Pricing Of Government Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(2), pages 93-103, June.
    5. Gangadhar Darbha & Sudipta Dutta Roy & Vardhana Pawaskar, 2003. "Term Structure of Interest Rates in India: Issues in Estimation and Pricing," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 38(1), pages 1-19, January.
    6. W. Brian Barrett & Andrea J. Heuson & Robert W. Kolb, 1986. "The Differential Effects Of Sinking Funds On Bond Risk Premia," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(4), pages 303-312, December.
    7. RH Gilmer Jr. & Duane R. Stock, 1988. "Yield Volatility Of Discount Coupon Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(3), pages 189-200, September.

    More about this item

    Keywords

    bond markets;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedrer:y:1977:i:mar:p:3-8:n:v.63no.2. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christian Pascasio (email available below). General contact details of provider: https://edirc.repec.org/data/frbrius.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.