The U.S. Treasury Premium
收藏NBER2017-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/w23759
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We quantify the difference in the convenience yield of U.S. Treasuries and the bonds of near default-free sovereigns by measuring the gap between the FX swap-implied dollar yield paid by foreign governments and the U.S. Treasury dollar yield. We call this wedge the U.S. Treasury Premium. We find
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美国国家经济研究局创建时间：
2017-09-01
