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Citations of
Kenneth D. Garbade

For current contact information and a more complete listing of works, please see here

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Working papers

  1. Kenneth D. Garbade & John E. Kambhu, 2005. "Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities?," Staff Reports 223, Federal Reserve Bank of New York. [Downloadable!]

    Cited by:

    1. Kenneth D. Garbade & Matthew Rutherford, 2007. "Buybacks in Treasury cash and debt management," Staff Reports 304, Federal Reserve Bank of New York. [Downloadable!]

  2. Michael J. Fleming & Kenneth D. Garbade & Frank Keane, 2004. "Anomalous bidding in short-term Treasury bill auctions," Staff Reports 184, Federal Reserve Bank of New York. [Downloadable!]
    Published as:

    Cited by:

    1. David Goldreich, 2004. "Behavioral Biases of Dealers in U.S. Treasury Auctions," Working Papers 2004.143, Fondazione Eni Enrico Mattei. [Downloadable!]

  3. Paul Bennett & Kenneth Garbade & John Kambhu, 1999. "Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-083, New York University, Leonard N. Stern School of Business-. [Downloadable!]

    Cited by:

    1. Kenneth D. Garbade & Matthew Rutherford, 2007. "Buybacks in Treasury cash and debt management," Staff Reports 304, Federal Reserve Bank of New York. [Downloadable!]
    2. Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Staff Reports 145, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    3. Patricia S. Pollard, 2001. "The creation of the Euro and the role of the dollar in international markets," Review, Federal Reserve Bank of St. Louis, issue May, pages 17-36. [Downloadable!]
    4. Michael J. Fleming, 2001. "Financial market implications of the federal debt paydown," Staff Reports 120, Federal Reserve Bank of New York. [Downloadable!]
    5. Michael J. Fleming, 2003. "Measuring treasury market liquidity," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 83-108. [Downloadable!]
      Other versions:

Articles

  1. Kenneth D. Garbade, 2007. "The emergence of "regular and predictable" as a Treasury debt management strategy," Economic Policy Review, Federal Reserve Bank of New York, issue Mar, pages 53-71. [Downloadable!]

    Cited by:

    1. Robin Greenwood & Samuel Hanson & Jeremy C. Stein, 2008. "A Gap-Filling Theory of Corporate Debt Maturity Choice," NBER Working Papers 14087, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Kenneth D. Garbade & Matthew Rutherford, 2007. "Buybacks in Treasury cash and debt management," Staff Reports 304, Federal Reserve Bank of New York. [Downloadable!]
    3. Michael J. Fleming & Joshua V. Rosenberg, 2007. "How do treasury dealers manage their positions?," Staff Reports 299, Federal Reserve Bank of New York. [Downloadable!]

  2. Michael J. Fleming & Kenneth D. Garbade, 2005. "Explaining settlement fails," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Sep. [Downloadable!]

    Cited by:

    1. Kenneth D. Garbade & Matthew Rutherford, 2007. "Buybacks in Treasury cash and debt management," Staff Reports 304, Federal Reserve Bank of New York. [Downloadable!]
    2. Peter Hördahl & Michael R King, 2008. "Developments in repo markets during the financial turmoil," BIS Quarterly Review, Bank for International Settlements, December. [Downloadable!]

  3. Kenneth D. Garbade & Jeffrey F. Ingber, 2005. "The Treasury auction process: objectives, structure, and recent acquisitions," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Feb. [Downloadable!]

    Cited by:

    1. Bruce Mizrach & Christopher J. Neely, 2006. "The transition to electronic communications networks in the secondary treasury market," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 527-542. [Downloadable!]
    2. Bruce Mizrach & Christopher J. Neely, 2007. "The microstructure of the U.S. treasury market," Working Papers 2007-052, Federal Reserve Bank of St. Louis. [Downloadable!]

  4. Kenneth D. Garbade & John C. Partlan & Paul J. Santoro, 2004. "Recent innovations in Treasury cash management," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Nov. [Downloadable!]

    Cited by:

    1. Kenneth D. Garbade & Matthew Rutherford, 2007. "Buybacks in Treasury cash and debt management," Staff Reports 304, Federal Reserve Bank of New York. [Downloadable!]
    2. Kenneth D. Garbade, 2007. "The emergence of "regular and predictable" as a Treasury debt management strategy," Economic Policy Review, Federal Reserve Bank of New York, issue Mar, pages 53-71. [Downloadable!]

  5. Michael J. Fleming & Kenneth D. Garbade, 2004. "Repurchase agreements with negative interest rates," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Apr. [Downloadable!]

    Cited by:

    1. Kenneth D. Garbade & Matthew Rutherford, 2007. "Buybacks in Treasury cash and debt management," Staff Reports 304, Federal Reserve Bank of New York. [Downloadable!]
    2. Michael J. Fleming & Warren B. Hrung & Frank M. Keane, 2009. "The Term Securities Lending Facility: origin, design, and effects," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Feb. [Downloadable!]
    3. W. Douglas McMillin & James S. Fackler, . "Estimating the Inflation-Output Variability Frontier with Inflation Targeting: A VAR Approach," Departmental Working Papers 2006-17, Department of Economics, Louisiana State University. [Downloadable!]
      Other versions:
    4. Kenneth D. Garbade & John E. Kambhu, 2005. "Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities?," Staff Reports 223, Federal Reserve Bank of New York. [Downloadable!]
    5. Sébastien Kraenzlin, 2007. "The characteristics and development of the Swiss franc repurchase agreement market," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 241-261, June. [Downloadable!] (restricted)

  6. Michael J. Fleming & Kenneth D. Garbade, 2002. "When the back office moved to the front burner: settlement fails in the treasury market after 9/11," Economic Policy Review, Federal Reserve Bank of New York, issue Nov, pages 35-57. [Downloadable!]

    Cited by:

    1. Kenneth D. Garbade & Matthew Rutherford, 2007. "Buybacks in Treasury cash and debt management," Staff Reports 304, Federal Reserve Bank of New York. [Downloadable!]
    2. Michael J. Fleming & Kenneth D. Garbade & Frank Keane, 2004. "Anomalous bidding in short-term Treasury bill auctions," Staff Reports 184, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    3. Edgardo Barandiarán, 2003. "El Prestamista de Última Instancia en la Nueva Industria Bancaria," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(120), pages 337-358. [Downloadable!]
    4. Michael J. Fleming & Kenneth D. Garbade, 2005. "Explaining settlement fails," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Sep. [Downloadable!]
    5. Giulia Iori, 2004. "An analysis of systemic risk in alternative securities settlement architectures," Working Paper Series 404, European Central Bank. [Downloadable!]
    6. Torben G. Andersen & Luca Benzoni, 2007. "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," CREATES Research Papers 2007-25, School of Economics and Management, University of Aarhus. [Downloadable!]
      Other versions:
    7. José Ramón Martínez-Resano, 2005. "Size and heterogeneity matter. A microstructure-based analysis of regulation of secondary markets for governments bonds," Banco de España Occasional Papers 0501, Banco de España. [Downloadable!]
    8. Kenneth D. Garbade, 2004. "Origins of the Federal Reserve book-entry system," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 33-50. [Downloadable!]
    9. Kenneth D. Garbade & John E. Kambhu, 2005. "Why is the U.S. Treasury contemplating becoming a lender of last resort for Treasury securities?," Staff Reports 223, Federal Reserve Bank of New York. [Downloadable!]
    10. Michael J. Fleming & Kenneth D. Garbade, 2004. "Repurchase agreements with negative interest rates," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Apr. [Downloadable!]
    11. Christopher J. Neely, 2003. "The Federal Reserve responds to crises: September 11th was not the first," Working Papers 2003-034, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:

  7. Garbade, Kenneth D & Silber, William L, 1983. "Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts," Journal of Business, University of Chicago Press, vol. 56(3), pages 249-72, July. [Downloadable!] (restricted)

    Cited by:

    1. Alex Kane & Alan J. Marcus, 1986. "Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market," NBER Working Papers 1614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Paul Bennett & Kenneth Barbade & John Kambhu, 2000. "Enhancing the liquidity of U.S. Treasury securities in an era of surpluses," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 89-119. [Downloadable!]
    3. Paul Bennett & Kenneth Garbade & John Kambhu, 1999. "Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-083, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    4. Axel F. A. Adam-Müller & Kit Pong Wong, 2002. "The impact of delivery risk on optimal production and futures hedging," CoFE Discussion Paper 02-08, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  8. Garbade, Kenneth D & Silber, William L, 1983. "Price Movements and Price Discovery in Futures and Cash Markets," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 289-97, May. [Downloadable!] (restricted)

    Cited by:

    1. Jan Hanousek & Libor Nemecek, 2002. "Mispricing and lasting arbitrage between parallel markets in the Czech Republic," European Journal of Finance, Taylor and Francis Journals, vol. 8(1), pages 46-69, March. [Downloadable!] (restricted)
      Other versions:
    2. Francesco Pattarin & Riccardo Ferretti, 2004. "The Mib30 index and futures relationship: econometric analysis and implications for hedging," Applied Financial Economics, Taylor and Francis Journals, vol. 14(18), pages 1281-1289, December. [Downloadable!] (restricted)
    3. Shinn-Juh Lin & Max Stevenson, 1999. "Wavelet Analysis of Index Prices in Futures and Cash Markets: Implication for the Cost-Of-Carry Model," Research Paper Series 11, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    4. K. Chau & S. Wong & C. Yiu, 2007. "Housing Quality in the Forward Contracts Market," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 313-325, April. [Downloadable!] (restricted)
    5. Michael W. Brandt & Kenneth A. Kavajecz, 2003. "Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve," NBER Working Papers 9529, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Joseph K.W. Fung & Philip Yu, 2007. "Order Imbalance and the Dynamics of Index and Futures Prices," Working Papers 072007, Hong Kong Institute for Monetary Research. [Downloadable!]
    7. Chin-Chia Liang & Jeng-Bau Lin & Jin-Ming Liang, 2008. "Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market," Economics Bulletin, AccessEcon, vol. 6(9), pages 1-11. [Downloadable!]
    8. Quentin C. Chu & Mustafa Mesut Kayali, 2006. "Standard & Poor’S Depositary Receipts And The Market Quality Of S&P 500 Index Futures," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3). [Downloadable!] (restricted)
    9. Zapata, T. Randall Fortenbery & Armstrong, Delroy, 2005. "Price Discovery in the World Sugar Futures and Cash Markets: Implications for the Domincan Republic," Staff Paper Series 469, University of Wisconsin, Agricultural and Applied Economics. [Downloadable!]
    10. Joshua V. Rosenberg & Leah G. Traub, 2006. "Price discovery in the foreign currency futures and spot market," Staff Reports 262, Federal Reserve Bank of New York. [Downloadable!]
    11. Hector O. Zapata & T. RANDALL FORTENBERY, 1995. "Stochastic Interest Rates and Price Discovery in Selected Commodity Markets," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 383, Wisconsin-Madison Agricultural and Applied Economics Department. [Downloadable!]
    12. Baffes, John & Ajwad, Mohamed I., 1998. "Detecting price links in the world cotton market," Policy Research Working Paper Series 1944, The World Bank. [Downloadable!]
    13. Ronald Ripple & Imad Moosa, 2005. "Futures Maturity and Hedging Effectiveness - The Case of Oil Futures," Research Papers 0513, Macquarie University, Department of Economics. [Downloadable!]
    14. S. Wong & K. Chau & C. Yiu, 2007. "Volatility Transmission in the Real Estate Spot and Forward Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 281-293, October. [Downloadable!] (restricted)
    15. Ah-Boon Sim, Ralf Zurbruegg, 2001. "Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks," European Journal of Finance, Taylor and Francis Journals, vol. 7(3), pages 269-283, September. [Downloadable!] (restricted)
    16. Van Winkle, Tyler W. & Schroeder, Ted C., 2008. "Spatial Price Discovery, Dynamics, and Leadership in Evolving Distiller’s Grain Markets," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6933, Southern Agricultural Economics Association. [Downloadable!]
    17. Christopher Chung & Bryan Campbell & Scott Hendry, 2007. "Price Discovery in Canadian Government Bond Futures and Spot Markets," Working Papers 07-4, Bank of Canada. [Downloadable!]
    18. Bekiros, S. & Diks, C.G.H., 2007. "The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality," CeNDEF Working Papers 07-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
      Other versions:
    19. Dahlgran, Roger A., 2000. "An Examination Of Futures Price Determination Through The Lens Of Market Integration," 2000 Annual Meeting, June 29-July 1, 2000, Vancouver, British Columbia 36334, Western Agricultural Economics Association. [Downloadable!]
    20. Hector O. ZAPATA & T. Randall FORTENBERY, 1995. "Stochastic Interest Rates And Price Discovery In Selected Commodity Markets," Staff Papers 383, University of Wisconsin Madison, AAE. [Downloadable!]

  9. Garbade, Kenneth D & Silber, William L & White, Lawrence J, 1982. "Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 686-91, November. [Downloadable!] (restricted)

    Cited by:

    1. Michael Cichello & Douglas Lamdin, 2006. "Event Studies and the Analysis of Antitrust," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 13(2), pages 229-245, July. [Downloadable!] (restricted)

  10. Black, Deborah G & Garbade, Kenneth D & Silber, William L, 1981. "The Impact of the GNMA Pass-through Program on FHA Mortgage Costs," Journal of Finance, American Finance Association, vol. 36(2), pages 457-69, May. [Downloadable!] (restricted)

    Cited by:

    1. Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 646, Econometric Society. [Downloadable!]
      Other versions:
    2. Hud – Pd&R, 2006. "Evolution of the U.S. Housing Finance System: A Historical Survey and Lessons For Emerging Mortgage Markets (Spanish version)," Economic Development Publications 39033, HUD USER, Economic Development. [Downloadable!]
    3. W. Scott Frame, 2003. "Federal Home Loan Bank mortgage purchases: Implications for mortgage markets," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 17-31. [Downloadable!]
    4. Andrea Heuson & Wayne Passmore & Roger Sparks, 2000. "Credit scoring and mortgage securitization: do they lower mortgage rates?," Finance and Economics Discussion Series 2000-44, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    5. Hud – Pd&R, 2006. "Evolution of the U.S. Housing Finance System: A Historical Survey and Lessons For Emerging Mortgage Markets (English version)," Economic Development Publications 39032, HUD USER, Economic Development. [Downloadable!]
    6. Stephen F. Thode & Richard J. Kish, 1994. "The Zero-Coupon/Interest-Only Fixed-Rate Mortgage: An Alternative for Funding Low-to-Moderate Income Housing," Journal of Real Estate Research, American Real Estate Society, vol. 9(2), pages 263-276. [Downloadable!]
    7. Hud – Pd&R, 2006. "Evolution of the U.S. Housing Finance System: A Historical Survey and Lessons For Emerging Mortgage Markets (French version)," Economic Development Publications 39034, HUD USER, Economic Development. [Downloadable!]
    8. Benjamin Liu & Donghui Li & Eduardo Roca, . "What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Working Papers 2009-01, Department of Finance, Accounting, and Economics, Griffith University. [Downloadable!]

  11. Garbade, Kenneth & Rentzler, Joel, 1981. "Testing the Hypothesis of Beta Stationarity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 577-87, October. [Downloadable!] (restricted)

    Cited by:

    1. Mª Victoria Esteban González & Fernando Tusell Palmer, 2009. "Predicting Betas: Two new methods," BILTOKI 200901, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]

  12. Garbade, Kenneth D & Silber, William L, 1979. "Dominant and Satellite Markets: A Study of Dually-Traded Securities," The Review of Economics and Statistics, MIT Press, vol. 61(3), pages 455-60, August. [Downloadable!] (restricted)

    Cited by:

    1. Kate Phylaktis & Gikas Manalis, 2005. "Price transmission dynamics between informationally linked securities," Applied Financial Economics, Taylor and Francis Journals, vol. 15(3), pages 187-201, February. [Downloadable!] (restricted)
    2. Michael W. Brandt & Kenneth A. Kavajecz, 2003. "Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve," NBER Working Papers 9529, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Shmuel Hauser, Azriel Levy, Uzi Yaari, 2001. "Trading frequency and the efficiency of price discovery in a non-dealer market," European Journal of Finance, Taylor and Francis Journals, vol. 7(3), pages 187-197, September. [Downloadable!] (restricted)
    4. Williams, C.H. & Bewley, R.A., 1993. "Price Arbitrage Between Queensland Cattle Auctions," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 37(01), April. [Downloadable!]
    5. Joshua V. Rosenberg & Leah G. Traub, 2006. "Price discovery in the foreign currency futures and spot market," Staff Reports 262, Federal Reserve Bank of New York. [Downloadable!]
    6. Karyn L. Williams, 2000. "Price Discovery in Multiple-Dealer Markets: The Case of the Interbank Foreign Exchange Market," Claremont Colleges Working Papers 2000-37, Claremont Colleges. [Downloadable!]

  13. Garbade, Kenneth D. & Silber, William L., 1979. "The payment system and domestic exchange rates: Technological versus institutional change," Journal of Monetary Economics, Elsevier, vol. 5(1), pages 1-22, January. [Downloadable!] (restricted)

    Cited by:

    1. Alton Gilbert, 1999. "Effects of Federal Reserve services on the efficiency of the system for collecting checks in the United States: 1915--30," Working Papers 1999-014, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Stephen Quinn & William Roberds, 2008. "The evolution of the check as a means of payment: a historical survey," Economic Review, Federal Reserve Bank of Atlanta. [Downloadable!]
    3. Paul W. Bauer, 1993. "Efficiency and technical progress in check processing," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 24-38. [Downloadable!]
    4. John A. James, 1998. "Did the Fed's founding improve the efficiency of the U.S. payments system? - commentary," Review, Federal Reserve Bank of St. Louis, issue May, pages 143-150. [Downloadable!]

  14. Garbade, Kenneth D & Silber, William L, 1979. "Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk," Journal of Finance, American Finance Association, vol. 34(3), pages 577-93, June. [Downloadable!] (restricted)

    Cited by:

    1. Shmuel Hauser, Azriel Levy, Uzi Yaari, 2001. "Trading frequency and the efficiency of price discovery in a non-dealer market," European Journal of Finance, Taylor and Francis Journals, vol. 7(3), pages 187-197, September. [Downloadable!] (restricted)
    2. Marianne Demarchi & Thierry Foucault, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annales d'Economie et de Statistique, ADRES, issue 60, pages 05, Octobre-D. [Downloadable!]
      Other versions:
    3. Nicholas Economides, 1993. "Proposal to the Bank of Greece on the Organization of the Secondary Market for Greek State Bills, Notes, and Bonds," Working Papers 93-18, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    4. Bruno Biais & Pierre-Olivier Weill, 2009. "Liquidity Shocks and Order Book Dynamics," NBER Working Papers 15009, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Nicholas Economides., . "Proposal to the Bank of Greece on the Organization of Primary and Secondary Markets in Greek State Bills, Notes, and Bonds," Financial Networks _005, Economics of Networks. [Downloadable!]
    6. Nicholas Economides & Jeff Heisler, . "Equilibrium Fee Schedules in a Monopolist Call Market," Financial Networks 94-15, Stern School of Bu, Economics of Networks. [Downloadable!]
      Other versions:
    7. Flynn, Sean M., 2005. "Noise-trader Risk: Does it Deter Arbitrage, and Is it Priced?," Vassar College Department of Economics Working Paper Series 69, Vassar College Department of Economics. [Downloadable!]
    8. Nicholas Economides, . "Network Economics with Application to Finance," Financial Networks _004, Economics of Networks. [Downloadable!]
    9. Nicholas Economides, 1995. "The Economics of Networks," Working Papers 94-24, New York University, Leonard N. Stern School of Business, Department of Economics, revised Sep 1995. [Downloadable!]
      Other versions:
    10. Felipe Zurita, 2001. "Liquidity as an Insurance Problem," Documentos de Trabajo 198, Instituto de Economía. Pontificia Universidad Católica de Chile.. [Downloadable!]

  15. Garbade, Kenneth D & Pomrenze, Jay L & Silber, William L, 1979. "On the Information Content of Prices," American Economic Review, American Economic Association, vol. 69(1), pages 50-59, March. [Downloadable!] (restricted)

    Cited by:

    1. Schroeder, Ted C. & Ward, Clement E., 2000. "Price Discovery Issues And Trends In Cattle And Hog Markets," 2000 Annual Meeting, June 29-July 1, 2000, Vancouver, British Columbia 36418, Western Agricultural Economics Association. [Downloadable!]

  16. Garbade, Kenneth D & Silber, William L, 1978. "Technology, Communication and the Performance of Financial Markets: 1840-1975," Journal of Finance, American Finance Association, vol. 33(3), pages 819-32, June. [Downloadable!] (restricted)

    Cited by:

    1. Sridhar, Kala Seetharam & Sridhar, Varadharajan, 2004. "Telecommunications infrastructure and economic growth: Evidence from developing countries," Working Papers 04/14, National Institute of Public Finance and Policy. [Downloadable!]
      Other versions:

  17. Garbade, Kenneth D, 1978. "The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets," Journal of Business, University of Chicago Press, vol. 51(3), pages 477-98, July. [Downloadable!] (restricted)

    Cited by:

    1. Victoria Saporta, . "Which Inter-dealer Market Prevails? An analysis of inter-dealer trading in opaque markets," Bank of England working papers 59, Bank of England. [Downloadable!]
    2. J.Ramon Martinez-Resano, 2005. "Size And Heterogeneity Matter. A Microstructure-Based Analysis Of Regulation Of Secondary Markets For Government Bonds," Finance 0508007, EconWPA. [Downloadable!]

  18. Garbade, Kenneth & Wachtel, Paul, 1978. "Time variation in the relationship between inflation and interest rates," Journal of Monetary Economics, Elsevier, vol. 4(4), pages 755-765, November. [Downloadable!] (restricted)

    Cited by:

    1. Stanley Fischer, 1982. "Investing for the Short and the Long Term," NBER Working Papers 0922, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Robert B. Litterman & Laurence M. Weiss, 1984. "Money, real interest rates, and output: a reinterpretation of postwar U.S. data," Staff Report 89, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    3. Markus J. Granziol & Anna Holzgang, 1988. "The Contribution of Inflation to the Level and the Variability of Nominal Interest Rates : Some Multi-Country Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 124(IV), pages 559-573, December. [Downloadable!]
    4. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 609-642. [Downloadable!]
      Other versions:
    5. Joseph D. Albert & Willard McIntosh, 1989. "Identifying Risk-Adjusted Indifference Rents for Alternative Operating Leases," Journal of Real Estate Research, American Real Estate Society, vol. 4(3), pages 81-94. [Downloadable!]
    6. John H. Makin, 1981. "Real Interest, Money Surprises and Anticipated Inflation," NBER Working Papers 0818, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Stanley Fischer & George Pennacchi, 1985. "Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term," NBER Working Papers 1625, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO. [Downloadable!]
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    9. Kate Phylaktis & David Blake, 1993. "The fisher hypothesis: Evidence from three high inflation economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 129(3), pages 591-599, September. [Downloadable!] (restricted)
    10. Patric H. Hendershott & Roger D. Huang, 1985. "Debt and Equity Yields: 1926-80," NBER Working Papers 1142, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Karen K. Lewis & Martin D. Evans, 1992. "Do Expected Shifts in Inflation Policy Affect Real Rates?," NBER Working Papers 4134, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    12. Frederic S. Mishkin, 1985. "The Real Interest Rate: A Multi-Country Empirical Study," NBER Working Papers 1047, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    13. Martin D. Evans & Paul Wachtel, 1990. "A Modern Look At Asset Pricing and Short-Term Interest Rates," NBER Working Papers 3245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. David W. Findlay, 1990. "Budget Deficits, Expected Inflation And Short-Term Real Interest Rates: Evidence For The U.S," International Economic Journal, Korean International Economic Association, vol. 4(3), pages 41-53, October. [Downloadable!] (restricted)
    15. Herman B. Leonard, 1984. "The Federal Civil Service Retirement System: An Analysis of its Financial Condition and Current Reform Proposals," NBER Working Papers 1258, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  19. Garbade, Kenneth & Lieber, Zvi, 1977. "On the independence of transactions on the New York Stock exchange," Journal of Banking & Finance, Elsevier, vol. 1(2), pages 151-172, October. [Downloadable!] (restricted)

    Cited by:

    1. Joel Hasbrouck, 1999. "Trading Fast and Slow: Security Market Events in Real Time," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-012, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    2. Tarun Chordia & Richard Roll & Avanidhar Subrahmanyam, 2001. "Evidence on the Speed of Convergence to Market Efficiency," University of California at Los Angeles, Anderson Graduate School of Management 1012, Anderson Graduate School of Management, UCLA. [Downloadable!]

  20. Garbade, Kenneth D & Silber, William L, 1976. "Price Dispersion in the Government Securities Market," Journal of Political Economy, University of Chicago Press, vol. 84(4), pages 721-40, August. [Downloadable!] (restricted)

    Cited by:

    1. Charles Leung & Youngman Leong & Siu Wong, 2006. "Housing Price Dispersion: An Empirical Investigation," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 357-385, May. [Downloadable!] (restricted)
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    2. Nicholas Economides, 1993. "Proposal to the Bank of Greece on the Organization of the Secondary Market for Greek State Bills, Notes, and Bonds," Working Papers 93-18, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    3. Nicholas Economides., . "Proposal to the Bank of Greece on the Organization of Primary and Secondary Markets in Greek State Bills, Notes, and Bonds," Financial Networks _005, Economics of Networks. [Downloadable!]
    4. Paul Bennett & Kenneth Barbade & John Kambhu, 2000. "Enhancing the liquidity of U.S. Treasury securities in an era of surpluses," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 89-119. [Downloadable!]
    5. David F. Babbel & Craig B. Merrill & Mark F. Meyer & Meiring de Villiers, 2001. "The Effect of Transaction Size on Off-the-Run Treasury Prices," Center for Financial Institutions Working Papers 01-03, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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    6. Nicholas Economides & Jeff Heisler, . "Equilibrium Fee Schedules in a Monopolist Call Market," Financial Networks 94-15, Stern School of Bu, Economics of Networks. [Downloadable!]
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    7. Gregory Connor & Sheng Li, 2009. "Market Dispersion and the Profitability of Hedge Funds," Economics, Finance and Accounting Department Working Paper Series n2000109, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    8. Paul Bennett & Kenneth Garbade & John Kambhu, 1999. "Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-083, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    9. Nicholas Economides, . "Network Economics with Application to Finance," Financial Networks _004, Economics of Networks. [Downloadable!]
    10. Nicholas Economides, 1995. "The Economics of Networks," Working Papers 94-24, New York University, Leonard N. Stern School of Business, Department of Economics, revised Sep 1995. [Downloadable!]
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This page was last updated on 2010-1-2.

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