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  • Wenxin Du, Joanne Im, and Jesse Schreger, NBER International Seminar on Macroeconomics 2017 (Journal of International Economics (Elsevier), volume 112, 2017), chap. 1, https://www.nber.org/books-and-chapters/nber-international-seminar-macroeconomics-2017/us-treasury-premium.

Published From Paper

- Working Paper
We quantify the difference in the convenience yield of U.S. Treasuries and the bonds of near default-free sovereigns...

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