Similar Search Results

Are treasury securities free of default?

Nippani, Srinivas; Liu, Pu; Schulman, Craig T. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 251-265

Persistent link: https://www.econbiz.de/10001626027

The increasing default risk of US Treasury securities due to the financial crisis

Nippani, Srinivas; Smith, Stanley D. - In: Journal of banking & finance 34 (2010) 10, pp. 2472-2480

Persistent link: https://www.econbiz.de/10008858309

Analyzing the changing term structure and expectations of US treasury default risk

Nippani, Srinivas; Smith, Stanley D. - In: The journal of fixed income 22 (2012) 1, pp. 52-60

Persistent link: https://www.econbiz.de/10009670741

The impact of the October 2013 government shutdown and debt ceiling on U.S. treasury default risk

Nippani, Srinivas; Smith, Stanley D. - In: The journal of fixed income 24 (2014) 2, pp. 79-91

Persistent link: https://www.econbiz.de/10011660702

The increasing default risk of US Treasury securities due to the financial crisis

Nippani, Srinivas; Smith, Stanley D. - In: Journal of Banking & Finance 34 (2010) 10, pp. 2472-2480

This paper examines the impact of the current financial crisis on long-term US Treasury yields by testing the impact of a series of events from December 2007 to March 2009 on the spread between 10-year USD LIBOR swap and 10-year US Treasury (constant maturity) rates to measure risk associated...

Persistent link: https://www.econbiz.de/10008864546

The Increasing Default Risk of U.S. Treasuries Securities Due to the Financial Crisis

Nippani, Srinivas; Smith, Stanley D. - Networks Financial Institute, Scott College of Business - 2009

We examine the impact of the current financial crisis on long-term U.S. Treasury yields by testing the impact of a series of events from December 2007 to March 2009 on the spread between 10-year United States Dollar (USD) London Interbank Offered Rate (LIBOR) swap and 10-year U.S. Treasury...

Persistent link: https://www.econbiz.de/10010761866

Are Treasury Securities Free of Default?

Nippani, Srinivas; Liu, Pu; Schulman, Craig T. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 251-266

Persistent link: https://www.econbiz.de/10006696806

Are Treasury Securities Free of Default?

Nippani, Srinivas; Liu, Pu; Schulman, Craig T. - In: Journal of Financial and Quantitative Analysis 36 (2001) 02, pp. 251-265

The chain of events that led to the disagreement between the White House and Congrees over the increase of the federal debt limit from mid-October 1995 to March 1996 caused a default potential for Treasury securities. We examine the effect of this event chain on the yield spread between...

Persistent link: https://www.econbiz.de/10005139188