Security design, market risk and round quotes in the treasury bond market

2018 ◽  
Vol 26 (12) ◽  
pp. 971-977
Author(s):  
Andrei Nikiforov ◽  
Eugene Pilotte
Keyword(s):  
Market Risk ◽  
Bond Market ◽  
Security Design ◽  
Treasury Bond

Spanish Treasury bond market liquidity and volatility pre- and post-European Monetary Union

2006 ◽  
Vol 30 (4) ◽  
pp. 1309-1332 ◽  
Author(s):  
Antonio Díaz ◽  
John J. Merrick ◽  
Eliseo Navarro
Keyword(s):  
Monetary Union ◽  
European Monetary Union ◽  
Bond Market ◽  
Market Liquidity ◽  
European Monetary ◽  
Treasury Bond

scholarly journals Funding Constraints and Market Illiquidity in the European Treasury Bond Market

2018 ◽  
Author(s):  
Sophie Moinas ◽  
Minh Nguyen ◽  
Giorgio Valente
Keyword(s):  
Bond Market ◽  
Treasury Bond

Information transmission and causality in the Italian Treasury bond market

1998 ◽  
Vol 5 (4) ◽  
pp. 361-384 ◽  
Author(s):  
Antonio Scalia
Keyword(s):  
Information Transmission ◽  
Bond Market ◽  
Treasury Bond

A Seasoning Process in the U.S. Treasury Bond Market: The Curious Case of Newly Issued Ten-Year Notes

1996 ◽  
Vol 52 (1) ◽  
pp. 48-55 ◽  
Author(s):  
Peter Carayannopoulos
Keyword(s):  
Bond Market ◽  
Treasury Bond ◽  
The U.S

scholarly journals Strong March Phenomenon and Weak January Effect in the U.S. Bond Market

2019 ◽  
Vol 8 (1) ◽  
pp. 193
Author(s):  
Anthony Yanxiang Gu
Keyword(s):  
Equity Market ◽  
Bond Market ◽  
The Other ◽  
January Effect ◽  
Treasury Bond ◽  
The U.S

The month of March has been the worst month for the U.S. bond market. Mean March return is the lowest among the twelve months’ and March experienced the lowest frequency of positive returns from 1987 through 2015. Returns of March are significantly negatively related to returns of all the other eleven months, to yields of 10-year U.S. Treasury bond, and to March returns of U.S. equity market. They are significantly positively related to annual returns of the U.S. bond market. There is a weak January effect in the U.S. bond market.    

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