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Publications by Alan C. Shapiro
The Mispricing of U.S. Treasury Bonds: A Case Study
Review of Financial Studies
Accounting
Economics
Econometrics
Finance
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Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models
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Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models
Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds
Liquidity and Volatility in the U.S. Treasury Market
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Philosophy of Science
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On the Supply Of, and Demand For, U.S. Treasury Debt
The U.S. Treasury Yield Curve: 1961 to the Present
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The Auctions of Swiss Government Bonds : Should the Treasury Price Discriminate or Not?
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Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks
SSRN Electronic Journal
Intermediaries as Information Aggregators: An Application to U.S. Treasury Auctions
SSRN Electronic Journal
