The Treasury Bill Auction and the When-Issued Market

Released on by Sushil Bikhchandani
preview-18

  • The Treasury Bill Auction and the When-Issued Market Book Detail

  • Author : Sushil Bikhchandani
  • Release Date : 2017-03-06
  • Publisher : Forgotten Books
  • Genre : Business & Economics
  • Pages : 46
  • ISBN 13 : 9780243594979
  • File Size : 17,17 MB
DOWNLOAD BOOK

The Treasury Bill Auction and the When-Issued Market by Sushil Bikhchandani PDF Summary

Book Description: Excerpt from The Treasury Bill Auction and the When-Issued Market: Some Evidence At the same time these violations reveal how little is known about the market for Treasury securities. This is in part because data are not readily available to researchers as these markets are over-the counter. Although some auction data is announced by the Department of Treasury, information on forward contracts for Treasury securities is difficult to obtain. We have gathered data on forward contract prices by calling a dealer over a three year period. We use this data to examine the link between the forward market and the auction for Treasury bills. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

Disclaimer: www.yourbookbest.com does not own The Treasury Bill Auction and the When-Issued Market books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Treasury Bill Auctions

Treasury Bill Auctions

File Size : 58,58 MB
Total View : 2370 Views
DOWNLOAD

We review the main issues that arise in the design of treasury bill auctions and survey the relevant empirical literature. We also provide a detailed descriptio