Matches in SemOpenAlex for { <https://semopenalex.org/work/W1997029144> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W1997029144 abstract "We compare end-of-day indicative U.S. Treasury prices from GovPX and the Federal Reserve Bank of New York (FRBNY). We find that the two sources rarely quote identical prices, and differences are not simply due to noise or rounding. The average bid price differential is 2 cents for notes and bonds, but it is only 1/10 of 1 cent for bills. Bid-ask spreads in both sources appear to be largely artificial and contain limited information. Finally, we find that the end-of-day indicative FRBNY bid prices are closer to true intraday GovPX market quotes than end-of-day indicative quotes provided by GovPX itself." @default.
- W1997029144 created "2016-06-24" @default.
- W1997029144 creator A5006965428 @default.
- W1997029144 creator A5052200113 @default.
- W1997029144 date "2005-03-01" @default.
- W1997029144 modified "2023-09-24" @default.
- W1997029144 title "END-OF-DAY PRICING IN THE U.S. TREASURY MARKET: A COMPARISON OF GovPX AND THE FEDERAL RESERVE BANK OF NEW YORK" @default.
- W1997029144 cites W1986870691 @default.
- W1997029144 cites W2072887614 @default.
- W1997029144 cites W2088283404 @default.
- W1997029144 cites W2099348500 @default.
- W1997029144 cites W2135498306 @default.
- W1997029144 cites W2138839789 @default.
- W1997029144 cites W2141322400 @default.
- W1997029144 cites W2142302977 @default.
- W1997029144 cites W3123216131 @default.
- W1997029144 doi "https://doi.org/10.1111/j.1475-6803.2005.00116.x" @default.
- W1997029144 hasPublicationYear "2005" @default.
- W1997029144 type Work @default.
- W1997029144 sameAs 1997029144 @default.
- W1997029144 citedByCount "4" @default.
- W1997029144 countsByYear W19970291442018 @default.
- W1997029144 crossrefType "journal-article" @default.
- W1997029144 hasAuthorship W1997029144A5006965428 @default.
- W1997029144 hasAuthorship W1997029144A5052200113 @default.
- W1997029144 hasConcept C10138342 @default.
- W1997029144 hasConcept C106159729 @default.
- W1997029144 hasConcept C111919701 @default.
- W1997029144 hasConcept C126285488 @default.
- W1997029144 hasConcept C136625980 @default.
- W1997029144 hasConcept C144133560 @default.
- W1997029144 hasConcept C162324750 @default.
- W1997029144 hasConcept C166957645 @default.
- W1997029144 hasConcept C189722922 @default.
- W1997029144 hasConcept C205649164 @default.
- W1997029144 hasConcept C2780889827 @default.
- W1997029144 hasConcept C41008148 @default.
- W1997029144 hasConcept C556758197 @default.
- W1997029144 hasConcept C69738904 @default.
- W1997029144 hasConcept C73283319 @default.
- W1997029144 hasConcept C76281924 @default.
- W1997029144 hasConceptScore W1997029144C10138342 @default.
- W1997029144 hasConceptScore W1997029144C106159729 @default.
- W1997029144 hasConceptScore W1997029144C111919701 @default.
- W1997029144 hasConceptScore W1997029144C126285488 @default.
- W1997029144 hasConceptScore W1997029144C136625980 @default.
- W1997029144 hasConceptScore W1997029144C144133560 @default.
- W1997029144 hasConceptScore W1997029144C162324750 @default.
- W1997029144 hasConceptScore W1997029144C166957645 @default.
- W1997029144 hasConceptScore W1997029144C189722922 @default.
- W1997029144 hasConceptScore W1997029144C205649164 @default.
- W1997029144 hasConceptScore W1997029144C2780889827 @default.
- W1997029144 hasConceptScore W1997029144C41008148 @default.
- W1997029144 hasConceptScore W1997029144C556758197 @default.
- W1997029144 hasConceptScore W1997029144C69738904 @default.
- W1997029144 hasConceptScore W1997029144C73283319 @default.
- W1997029144 hasConceptScore W1997029144C76281924 @default.
- W1997029144 hasLocation W19970291441 @default.
- W1997029144 hasOpenAccess W1997029144 @default.
- W1997029144 hasPrimaryLocation W19970291441 @default.
- W1997029144 hasRelatedWork W1965805119 @default.
- W1997029144 hasRelatedWork W257502155 @default.
- W1997029144 hasRelatedWork W2624896899 @default.
- W1997029144 hasRelatedWork W3121666902 @default.
- W1997029144 hasRelatedWork W3124632019 @default.
- W1997029144 hasRelatedWork W3125215034 @default.
- W1997029144 hasRelatedWork W3149887834 @default.
- W1997029144 hasRelatedWork W3198681821 @default.
- W1997029144 hasRelatedWork W4210767031 @default.
- W1997029144 hasRelatedWork W2184566595 @default.
- W1997029144 isParatext "false" @default.
- W1997029144 isRetracted "false" @default.
- W1997029144 magId "1997029144" @default.
- W1997029144 workType "article" @default.