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Financial Implications of the Shrinking Supply of U.S. Treasury Securities

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Author Info
Charles Frederick Kramer
Garry J. Schinasi
T. Todd Smith

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Abstract

Recent improvements in fiscal positions in advanced countries have sharply curtailed the issuance of government securities and created the possibility that government securities could disappear in some countries. The possibility that this might occur in the United States has attracted the most attention, in large part because of the international role of the U.S. dollar and the widespread perception that U.S. treasury securities have the lowest total financial risk (the combination of credit, market, and liquidity risks) among U.S. dollar assets. This paper analyzes the unique features of government securities and links them to the important roles that government securities, in particular U.S. treasury securities, have come to play in national and international financial markets. The paper then identifies and examines financial market-oriented public policy questions raised by the shrinking supply of U.S. treasuries.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 01/61.

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Length: 51 pages
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Handle: RePEc:imf:imfwpa:01/61

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Related research
Keywords: Capital markets ; United States ; Public debt ;

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  1. Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
    Other versions:
  2. Jorge A. Chan-Lau & Iryna V. Ivaschenko, 2001. "Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and their Systematic Components," IMF Working Papers 01/158, International Monetary Fund. [Downloadable!]
  3. Frank A. G. Den Butter & Pieter W. Jansen, 2004. "An empirical analysis of the German long-term interest rate," Applied Financial Economics, Taylor and Francis Journals, vol. 14(10), pages 731-741, June. [Downloadable!] (restricted)
    Other versions:
  4. Biagio Bossone, 2002. "Should Banks Be Narrowed?," Economics Working Paper Archive 354, Levy Economics Institute, The. [Downloadable!]
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