In 2008, market disturbances and unexpected price volatility besieged the US financial system. Since then weak balance sheets have heightened risk, thus resulting in an unprecedented rise in non-performing loans and credit-related write-offs in mortgage lending related sectors. This paper...

In this paper we document and examine unusual fluctuations in the G-Fund, which is one of five funds available in a voluntary federal government employee retirement savings vehicle called the Thrift Savings Plan. The G-Fund is managed as "internally" held debt by the United States Department of...

In this paper we document and examine unusual fluctuations in the G-Fund, which is one of five funds available in a voluntary federal government employee retirement savings vehicle called the Thrift Savings Plan. The G-Fund is managed as “internally” held debt by the United States Department...