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Price Pressure in the Government Bond Market

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Listed:
  • Robin Greenwood
  • Dimitri Vayanos

Abstract

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Suggested Citation

  • Robin Greenwood & Dimitri Vayanos, 2010. "Price Pressure in the Government Bond Market," American Economic Review, American Economic Association, vol. 100(2), pages 585-590, May.
    • Handle: RePEc:aea:aecrev:v:100:y:2010:i:2:p:585-90
    Note: DOI: 10.1257/aer.100.2.585
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    File URL: http://www.aeaweb.org/articles.php?doi=10.1257/aer.100.2.585
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    References listed on IDEAS

    as
    1. Myron H. Ross, 1966. ""Operation Twist": A Mistaken Policy?," Journal of Political Economy, University of Chicago Press, vol. 74(2), pages 195-195.
    2. Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2007. "The Demand for Treasury Debt," NBER Working Papers 12881, National Bureau of Economic Research, Inc.
    3. Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2007. "Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market," Journal of Finance, American Finance Association, vol. 62(2), pages 557-595, April.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
    • H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt

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