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Example of Research with the Primary Dealer Database

I have conducted some preliminary analysis of the Primary dealer (using the database I have assembled).

Paper available at SSRN

January 02, 2018

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Bank Charge-offs and Delinquency Rates
Insured Commercial Bank Assets and Liabilities, Domestic and Foreign Offices (4.20)
Commercial Paper
New Security Issues, State and Local Governments (Table 1.45)
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Historical Treasury Excess Returns
Bond Risk Premiums and Expected Returns
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Real U.S. Equity Industry Portfolio Indexes
FHA Insured Multifamily Summary
Fannie Mae Monthly Volume Summary
Freddie Mac Monthly Volume Summary
Historical Labor Market Statistics
U.S. Automotive Summary
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Tobacco Charts
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