Price Pressure in the Government Bond Market
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References listed on IDEAS
- Myron H. Ross, 1966. ""Operation Twist": A Mistaken Policy?," Journal of Political Economy, University of Chicago Press, vol. 74, pages 195-195.
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2007. "The Demand for Treasury Debt," NBER Working Papers 12881, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2007.
"Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market,"
Journal of Finance,
American Finance Association, vol. 62(2), pages 557-595, April.
- Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy, 2004. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," Econometric Society 2004 North American Summer Meetings 430, Econometric Society.
- Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2005. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," NBER Working Papers 11851, National Bureau of Economic Research, Inc.
More about this item
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
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