I employ a sign-identified vector autoregression (VAR) in foreign Treasury purchases and factors of the yield curve to estimate the dynamic impacts of foreign Treasury purchases on Treasury yields. Although a growing literature studies this question, it does not adequately address the...

This study examines the variation in the premium implicit in the yield curve of 12-month Treasury Bills during the period 1992–2002. This premium is measured using a number of econometric methods, one of which allows for the estimated premium to react to uncertainty as measured by the variance...

Central Government issues securities in financial markets to meet out its financial requirements for fulfilling its objectives towards overall economic and welfare development of the nation. Both money and capital markets help to float short term as well as long term securities before the public...