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Tag Archives: U.S. Treasury Debt
September in Paris
In a previous post, I described a paper on sovereign debt by Mattia Landoni (Cox School of Business – Southern Methodist University), Christopher Cameron (US Treasury), and me. Our paper gives a simple way to relate debt management policies and … Continue reading
Posted in Bonds, Economics, Math
Tagged OECD, Public Debt Management, U.S. Treasury Debt
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New Paper on Bond Portfolio Dynamics
Mattia Landoni (SMU Cox School of Business) and I recently completed a paper on bond portfolio dynamics (now under review at an academic journal). We offer a new theory on the evolution of the maturity structures for rolling bond … Continue reading
Posted in Bonds, Economics, Math, Optimization
Tagged Bonds, Debt Management, National Debt, U.S. Treasury Debt
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Article in Pensions & Investments
An article of mine appeared in the online edition of Pensions & Investments the other day. In Did the Treasury undermine the Fed?, I respond to a highly-publicized paper by four Harvard scholars that claimed that the U.S. Treasury sold too much … Continue reading
Posted in Bonds, Economics
Tagged Federal Reserve, Harvard, Pensions & Investments, U.S. Treasury Debt
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Adventures with the Treasury and the Fed
Last year, my wife and I put on an event to recognize the success of a fast-growing division of the Hunt Companies. The event was held at the Boettcher Mansion on Lookout Mountain outside Denver. Corrina, a sommelier and chef, … Continue reading
Posted in Bonds, Economics
Tagged Brookings Institution, Federal Reserve, GARP, U.S. Treasury, U.S. Treasury Debt
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