The behavior of treasury securities monthly, 1942–1984

The behavior of treasury securities monthly, 1942–1984

The monthly market value statistics on outstanding United States Treasury debt are reported for the 1981–1984 period. In addition, a monthly series on privately held gross Federal debt is reported for the extended 1942–1984 period, together with monthly security-price indices for various Federal deb...

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Veröffentlicht in:Journal of monetary economics 1985-09, Vol.16 (2), p.227-250
1. Verfasser: Michael Cox, W.
Format: Artikel
Sprache:eng
Schlagworte:
Government securities
Market value
Monthly
Price indexes
Statistical analysis
Statistical data
Treasury bills
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container_title Journal of monetary economics
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creator Michael Cox, W.
description The monthly market value statistics on outstanding United States Treasury debt are reported for the 1981–1984 period. In addition, a monthly series on privately held gross Federal debt is reported for the extended 1942–1984 period, together with monthly security-price indices for various Federal debt aggregates. Examination of the stochastic structure of T-bill prices indicates that the riskiness of T-bills has increased dramatically in recent years.
doi_str_mv 10.1016/0304-3932(85)90032-7
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source RePEc; Elsevier ScienceDirect Journals; Periodicals Index Online
subjects Government securities
Market value
Monthly
Price indexes
Statistical analysis
Statistical data
Treasury bills
title The behavior of treasury securities monthly, 1942–1984
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