The Pricing of U.S. Treasury Floating Rate Notes

Replication material for "The Pricing of U.S. Treasury Floating Rate Notes", published in the Journal of Financial Economics.

NIAID Data Ecosystem00

The Pricing of U.S. Treasury Floating Rate Notes

Replication material for "The Pricing of U.S. Treasury Floating Rate Notes", published in the Journal of Financial Economics.

Mendeley Data00

Should the U.S. Government Issue Floating Rate Notes?

Since January 2014 the U.S. Treasury has been issuing floating rate notes (FRNs). We estimate that the U.S. FRNs have been paying excess interest between 5 and 39 basis points above the implied cost f

NBER2020-04-01 更新20