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An Examination Of Federal Agency Debt Pricing Practices

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  • Donald J. Puglisi
  • Anthony J. Vignola Jr.

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  • Donald J. Puglisi & Anthony J. Vignola Jr., 1983. "An Examination Of Federal Agency Debt Pricing Practices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(2), pages 83-92, June.
    • Handle: RePEc:bla:jfnres:v:6:y:1983:i:2:p:83-92
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1983.tb00316.x
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    References listed on IDEAS

    as
    1. Garbade, Kenneth D & Hunt, Joseph F, 1978. "Risk Premiums on Federal Agency Debt," Journal of Finance, American Finance Association, vol. 33(1), pages 105-116, March.
    2. Bildersee, John S, 1979. "Bid-Ask Price Spreads in the Agency Bond Market: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(2), pages 209-213, May.
    3. Bildersee, John S., 1977. "Price Spreads, Performance, and the Seasoning of New Treasury and Agency Bond Issues," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(3), pages 433-455, September.
    4. Silber, William L, 1974. "The Market for Federal Agency Securities: Is There an Optimum Size of Issue?," The Review of Economics and Statistics, MIT Press, vol. 56(1), pages 14-22, February.
    5. 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 721-740, August.
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