Essays about: "treasury securities"
Showing result 1 - 5 of 7 essays containing the words treasury securities.
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1. The Risk Profile of the Federal Reserve's System Open Market Account Holdings of Domestic Treasury Securities and its Implications for United States Taxpayers
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The composition of the System Open Market Account Holdings of Domestic Treasury Securities, along with its financial risks, may have implications for the funds transferred to the U.S. Treasury, potentially leading to higher taxes for American citizens. READ MORE
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2. Optimizing the Nuclear Waste Fund's Profit
University essay from Stockholms universitet/Företagsekonomiska institutionenAbstract : The Nuclear Waste Fund constitutes a financial system that finances future costs of the management of spent nuclear fuel as well as decommissioning of nuclear power plants. The fund invests its capital under strict rules which are stipulated in the investment policy established by the board. READ MORE
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3. Anticipated Shocks and their Impact on Expectations: An event study of the impact of TIPS auctions on ZCIIS
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis has the purpose to empirically investigate how anticipated shocks that result into recurrent supply shocks are subsumed by change in expectations. More precisely, we study the price impact of Treasury Inflation Protected Securities (TIPS) auctions on the Zero-Coupon Inflation-Indexed Swap (ZCIIS) rates using an event study methodology for each of the 60 auctions of 5-, 10-, 20- and 30-year TIPS during the period 2004-2011. READ MORE
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4. Default Risk of Treasury Securities
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The short-term paper-bill spread is studied and emphasis is put on default risk premia exclusively. An event study analysis is conducted and enhanced by independent quantitative methods. The U.S. READ MORE
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5. Bid-Ask Spread Dynamics - A Market Microstructure Invariance Approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The theory of Market Microstructure Invariance proposed by Kyle and Obizhaeva (2010) is presented and tested on spread data for bond futures. The data used are transformations from over 150,000 observations of futures on German government debt securities (Schatz and Bund) and 10-year US treasury notes. READ MORE