When Is a Treasury Security On-the-Run?

The literature contains two conflicting definitions of the on‐the‐run period for Treasury securities. We address the conflict by empirically examining the implications of the two definitions. We conclude that it is important that researchers clearly understand the implications of each definition. Ou...

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Veröffentlicht in:	The Financial review (Buffalo, N.Y.) N.Y.), 2014-02, Vol.49 (1), p.77-88
Hauptverfasser:	Moore, Mark E., Winters, Drew B.
Format:	Artikel
Sprache:	eng
Schlagworte:	Auctions Conflict Definitions G10 G18 on-the-run Studies Treasuries treasury securities
Online-Zugang:	Volltext
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