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The behavior of the spread between Treasury bill rates and private money market rates since 1978

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  • Timothy Q. Cook
  • Thomas A. Lawler
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    File URL: http://www.richmondfed.org/publications/research/economic_review/1983/pdf/er690601.pdf
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    Bibliographic Info

    Article provided by Federal Reserve Bank of Richmond in its journal Economic Review.

    Volume (Year): (1983)
    Issue (Month): Nov ()
    Pages: 3-15

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    Handle: RePEc:fip:fedrer:y:1983:i:nov:p:3-15:n:v.69no.6

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    Related research

    Keywords: Money market ; Interest rates;

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    1. Friedman, Benjamin M, 1979. "Interest Rate Expectations versus Forward Rates: Evidence from an Expectations Survey," Journal of Finance, American Finance Association, vol. 34(4), pages 965-73, September.
    2. Mishkin, Frederic S, 1982. " Monetary Policy and Short-Term Interest Rates: An Efficient Markets-Rational Expectations Approach," Journal of Finance, American Finance Association, vol. 37(1), pages 63-72, March.
    3. Jones, David S. & Vance Roley, V., 1983. "Rational expectations and the expectations model of the term structure : A test using weekly data," Journal of Monetary Economics, Elsevier, vol. 12(3), pages 453-465, September.
    4. Van Horne, James C., 1979. "Behavior of default-risk premiums for corporate bonds and commercial paper," Journal of Business Research, Elsevier, vol. 7(4), pages 301-313, December.
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