Showing 1 - 20 results of 43 for search '"U.S. Treasury"', query time: 0.49s Refine Results
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    China’s Holdings of U.S. Treasury Securities: Economic Investment or Strategic Tool in Bilateral Relations? by Yue Xu, Yu Kuang, Dayu Zhai, Danyang Zhao

    Published 2025-03-01
    “…As the second-largest holder of U.S. Treasuries, China’s investment behavior in U.S. debt has long sparked debate about whether economic factors or strategic considerations primarily drive it. …”
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    Article
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    Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market by Jiang, George J., Lo, Ingrid, Verdelhan, Adrien Frederic

    Published 2012
    “…In this paper, we identify jumps in U.S. Treasury-bond (T-bond) prices and investigate what causes such unexpected large price changes. …”
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    Linkages among U.S. Treasury Bond Yields, Commodity Futures and Stock Market Implied Volatility: New Nonparametric Evidence by Vychytilova Jana

    Published 2015-09-01
    “…On the basis of multivariate statistical methods, we focus on investigating relations between selected well-known market indices- U.S. treasury bond yields- the 30-year treasury yield index (TYX) and the 10-year treasury yield (TNX); commodity futures the TR/J CRB; and implied volatility of S&P 500 index- the VIX. …”
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    Article
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    Uncertainty about interest rates and crude oil prices by Mahmoud Qadan, Gil Cohen

    Published 2024-01-01
    “…Abstract The yield on the 10-year U.S. Treasury Note is among the most cited interest rates by investors, policymakers, and financial institutions. …”
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    Article
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    The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes. by Zachary S Levine, Scott A Hale, Luciano Floridi

    Published 2017-01-01
    “…We investigate the causal uncertainty surrounding the flash crash in the U.S. Treasury bond market on October 15, 2014, and the unresolved concern that no clear link has been identified between the start of the flash crash at 9:33 and the opening of the U.S. equity market at 9:30. …”
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    Article
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    The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes. by Levine, Z, Hale, S, Floridi, L

    Published 2017
    “…We investigate the causal uncertainty surrounding the flash crash in the U.S. Treasury bond market on October 15, 2014, and the unresolved concern that no clear link has been identified between the start of the flash crash at 9:33 and the opening of the U.S. equity market at 9:30. …”
    Journal article
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    The Relative Tax Gap Hypothesis: An Exploratory Analysis and Application to U.S. Financial Markets by Richard J. Cebula

    Published 2020-05-01
    “…This study empirically investigates the “relative tax gap hypothesis,” which posits that the greater the size of the relative tax gap, the greater the degree to which the U.S. Treasury must borrow from domestic and/or other credit markets and hence the higher the ex ante real interest rate yield on the Bellwether 30 year U.S. …”
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    Tariff and non-tariff obstacles to United States imports by H.H. LANDSBERG

    Published 2014-03-01
    “…The revision of valuation standards by the U.S. Treasury are then discussed. Two major obstacles, administrative burdens and tariff changes, are then dealt with. …”
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    Article
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    Least-squares construction of the yield curves for Italian government securities, 1957-1967. Part II by R.S. MASERA

    Published 2014-01-01
    “…Some general considerations are made before the free-hand interpolation of Durand’s “basic yields” and the U.S. treasury securities curves is considered. The linear interpolation of Grant’s British government securities yield curves is then assessed. …”
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    Article
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    An Analysis of Default and Liquidity Risk in Farm Credit System Bonds by Farrell E. Jensen, Christoffer K. Perry

    Published 2007-04-01
    “…ARCH models are used with over eight years of daily data on yields to maturity of Farm Credit System bonds and U.S. Treasury bonds. Matching five-year maturities for both types of bonds were used. …”
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    Article
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    New Auction for Substitutes: Central-Bank Liquidity Auctions, "Toxic Asset" Auctions, and Variable Product-Mix Auctions. by Klemperer, P

    Published 2010
    “…I designed it after the 2007 Northern Rock bank run to help the Bank of England fight the credit crunch; in 2008 the U.S. Treasury planned (but later cancelled) using a related design to buy "toxic assets". …”
    Journal article
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    The Product-Mix Auction: A New Auction Design for Differentiated Goods. by Klemperer, P

    Published 2010
    “…I designed it after the 2007 Northern Rock bank run to help the Bank of England fight the credit crunch; in 2008 the U.S. Treasury planned using a related design to buy “toxic assets”; it may be used to purchase electricity.…”
    Journal article
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    Financial Sector Troubles and Energy Markets by Alper Gormus, Ugur Soytas

    Published 2023-03-01
    “…In response to the 2007/2008 financial crisis, the U.S. Treasury provided financial assistance (bailouts) to hundreds of public and private financial institutions under the Troubled Asset Recovery Program (TARP) and the Targeted Investment Program. …”
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    Article
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    A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions. by Klemperer, P

    Published 2010
    “…I designed it after the 2007 Northern Rock bank-run to help the Bank of England fight the credit crunch; in 2008 the U.S. Treasury planned using a related design to buy “toxic assets”; it may be used to purchase electricity.…”
    Journal article
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    New Auction for Substitutes: Central-Bank Liquidity Auctions, "Toxic Asset" Auctions, and Variable Product-Mix Auctions. by Klemperer, P

    Published 2009
    “…I designed it after the 2007 Northern Rock bank run to help the Bank of England fight the credit crunch; in 2008 the U.S. Treasury planned (but later cancelled) using a related design to buy "toxic assets". …”
    Working paper
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    INSTYTUCJONALNA I KOMPETENCYJNA EWOLUCJA BANKU CENTRALNEGO STANÓW ZJEDNOCZONYCH AMERYKI W XX WIEKU by Wojciech Kwiatkowski

    Published 2016-12-01
    “…In addition, by analyzing the agreement concluded by the representatives of the bank and the U.S. Treasury Department the article shows the consequences of the absence of constitutional guarantees for the central bank’s operational independence. …”
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    Article
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    Terrorism, Drug Trafficking, and the Globalization of Supply by Joel Hernández

    Published 2013-08-01
    “…The article builds on the collapse of Lebanese Canadian Bank in 2011 after its designation by the U.S. Treasury Department as a money-laundering financial institution tied to global drug trafficking and to Hezbollah. …”
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    Article