Date of Award
Master of Science (MS)
Economics and Finance
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.
Murdock, Shaun, "The Zions Direct Bond Auction Platform and Demand from University Investment Programs" (2014). All Graduate Plan B and other Reports. 439.
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