Concepedia

Treasury Markets

Treasury Markets is a segment of the bond markets specializing in the issuance, trading, and settlement of debt securities issued by a national government, primarily distinguished by the sovereign credit quality and zero default risk associated with these instruments.

361

Publications

22.6K

Citations

533

Authors

276

Institutions

Publications per year

2017–2026

64

Variants

Sovereign Debt Markets

Parents

Publications

361

The Aggregate Demand for Treasury Debt

Arvind Krishnamurthy, Annette Vissing‐Jørgensen · Journal of Political Economy · 2012 · 1.6K citations · Full text

, , +13

A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options

Fischer Black, Emanuel Derman, William W. Toy · Financial Analysts Journal · 1990 · 994 citations

, , +13

Economic News and Bond Prices: Evidence from the U.S. Treasury Market

Pierluigi Balduzzi, Edwin J. Elton, T. Clifton Green · Journal of Financial and Quantitative Analysis · 2001 · 933 citations

, , +16

The Relation Between Treasury Yields and Corporate Bond Yield Spreads

Gregory R. Duffee · The Journal of Finance · 1998 · 814 citations

, , +11

The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices

Francis A. Longstaff · The Journal of Business · 2004 · 586 citations

, , +15

1–5 of 361

Authors

533

  1. MJ
    Michael J. Fleming

    Federal Reserve Bank of New York, United States

    29 publications · 1.3K citations

    20

    h-index

  2. KD
    Kenneth D. Garbade

    Federal Reserve Bank of New York, United States

    12 publications · 443 citations

    11

    h-index

  3. FA
    Francis A. Longstaff

    University of California, Los Angeles, United States

    8 publications · 1.1K citations

    8

    h-index

  4. BM
    Bruce Mizrach

    Rutgers, The State University of New Jersey, United States

    8 publications · 416 citations

    8

    h-index

  5. RG
    Ruslan Goyenko

    McGill University, Canada

    7 publications · 536 citations

    7

    h-index

1–5 of 533

Institutions

276

  1. Federal Reserve Bank of New York

    New York, United States

    24 h-index

    54 publications

    2.2K citations

  2. Federal Reserve

    Washington D.C., United States

    23 h-index

    59 publications

    4.3K citations

  3. Federal Reserve Board of Governors

    Washington D.C., United States

    19 h-index

    47 publications

    3.5K citations

  4. National Bureau of Economic Research

    Cambridge, United States

    18 h-index

    32 publications

    1.7K citations

  5. Stanford University

    Stanford, United States

    12 h-index

    14 publications

    1.5K citations

  6. Centre for Economic Policy Research

    London, United Kingdom

    11 h-index

    13 publications

    464 citations

  7. University of California, Los Angeles

    Los Angeles, United States

    11 h-index

    13 publications

    1.5K citations

  8. University of Michigan

    Ann Arbor, United States

    9 h-index

    10 publications

    820 citations

1–8 of 276

Venues

  1. SSRN Electronic Journal

    Repository · 98 publications · 3.1K citations

    29

    h-index

  2. The Journal of Finance

    26 publications · 4.8K citations

    20

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 17 publications · 2.8K citations

    17

    h-index

  4. Journal of Futures Markets

    24 publications · 561 citations

    14

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 12 publications · 476 citations

    11

    h-index

1–5