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D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk premium, and TIPS liquidity...
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These are nominal yield curves, obtained by fitting a parametric form to the prices of off-the-run nominal Treasury coupon securities. The data are available at daily frequency, from 1961 to present.
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The FR 2956 collects detailed data on depository institutions’ daily transactions trading of marketable U.S. Treasury securities and transactions trading of the debt and mortgage-backed securities...
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Based on confidential supervisory data, this dataset estimates the degree of collateral re-use at the dealer level through their collateral multiplier: the ratio between a dealer's total secured...
Search relevance: 1.00 | Views last month: 3 | Catalog Last Checked: October 19, 2026 at 04:23 PM
