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Published in 2018 at "Journal of Financial Economics"
DOI: 10.1016/j.jfineco.2018.02.004
Abstract: The Federal Reserve uses (reverse) auctions to implement its purchases of Treasury bonds in quantitative easing (QE). To evaluate dealers’ offers across multiple bonds, the Fed relies on its internal yield curve model, fitted to…
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Keywords:
treasury;
bond;
treasury bonds;
bonds quantitative ... See more keywords
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Published in 2017 at "Journal of Interdisciplinary Mathematics"
DOI: 10.1080/09720502.2017.1382140
Abstract: Abstract The yield curve of the Treasury bonds has important economic implications. Its shape can reflect the expectation of the economy, and the corresponding trading strategy can be formulated by the characteristics of the change…
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Keywords:
analysis arbitrage;
analysis;
treasury;
slope curvature ... See more keywords
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Published in 2021 at "African Journal of Science, Technology, Innovation and Development"
DOI: 10.1080/20421338.2020.1857519
Abstract: The importance of a Treasury department in a commercial bank has increased in recent decades. After the 2008 financial crisis the remit of a bank Treasury has expanded in terms of scope and strateg...
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Keywords:
digital technology;
treasury;
technology adoption;
bank treasury ... See more keywords
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Published in 2022 at "HAU: Journal of Ethnographic Theory"
DOI: 10.1086/723869
Abstract: A treasure chest, as depicted on the cover of this issue, carries so many resonances. In Arabic, treasure chest is the etymological and conceptual source for the term for the state. This is a theme…
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Keywords:
treasury ideas;
state;
issue;
treasure chest ... See more keywords
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Published in 2020 at "Journal of Finance"
DOI: 10.1111/jofi.12971
Abstract: This paper studies an arbitrage-free dynamic term structure model of a Bayesian learner who presumes that dispersion of beliefs is priced in Treasury markets and that measured dispersion has forecasting power for future Treasury yields.…
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Keywords:
treasury;
market;
disagreement treasury;
learning rule ... See more keywords
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Published in 2019 at "Medieval Encounters"
DOI: 10.1163/15700674-12340040
Abstract: The textiles currently housed in the treasury of the collegiate church of San Isidoro de León are part of a centuries-long process of collecting relics at the heart of an emblematic royal mausoleum. Instead of…
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Keywords:
treasury;
san isidoro;
sovereign saint;
city honor ... See more keywords
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Published in 2019 at "Medieval Encounters"
DOI: 10.1163/15700674-12340043
Abstract: From the tenth to the fifteenth centuries, medieval León possessed a thriving Jewish community whose presence can be traced via archaeological and documentary remains. As regards the treasury of San Isidoro de León, however, there…
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Keywords:
treasury;
san isidoro;
imagined san;
real imagined ... See more keywords