Granular Treasury Demand with Arbitrageurs
收藏NBER2024-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w33243
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资源简介：
We construct a novel dataset of sector-level U.S. Treasury holdings, covering the majority of the market. Using this dataset, we estimate maturity-specific demand functions and elasticities of different investors and the Fed, and integrate them into a dynamic equilibrium model of the Treasury market
提供机构：
美国国家经济研究局
创建时间：
2024-12-01
