Date of Award

5-2014

Degree Type

Report

Degree Name

Master of Science (MS)

Department

Economics and Finance

Committee Chair(s)

Tyler Brough

Committee

Tyler Brough

Committee

Jason Smith

Committee

Alan Stephens

Abstract

The purpose of this paper is to evaluate the niche Zions Direct Auctions fixed income market for the information of the market managers at Zions Direct. The analysis first measures historical data to evaluate market metrics, and the second recommends Vector AutoRegression (VAR) econometric methods to determine if the auction yields within the market are affected by large increases in bidding and buying by the Zion's Bank University Investment Programs(UIPs). In the case that it does, restructuring or at least UIPs.

Included in

Finance Commons

Share

COinS