Publications
Publications
- January 2011 (Revised June 2011)
- HBS Case Collection
Fixed Income Arbitrage in a Financial Crisis (B): US Treasuries in December 2008
Abstract
The B case briefly recounts the action that investment manager James Franey takes in the matter of two U.S. Treasury bonds with identical maturity dates but widely different yields. He must decide what to do next.
Keywords
Bonds; Financial Management; Investment Return; Financial Crisis; Financial Services Industry; United States
Citation
Taliaferro, Ryan D., and Stephen Blyth. "Fixed Income Arbitrage in a Financial Crisis (B): US Treasuries in December 2008." Harvard Business School Supplement 211-050, January 2011. (Revised June 2011.)