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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

Abstract

An abstract for this article is not available.

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  • Timothy Q. Cook & Thomas A. Lawler, 1983. "The behavior of the spread between Treasury bill rates and private money market rates since 1978," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 3-15.
  • Handle: RePEc:fip:fedrer:y:1983:i:nov:p:3-15:n:v.69no.6
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    File URL: https://fraser.stlouisfed.org/files/docs/publications/frbrichreview/rev_frbrich198311.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. 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 965-973, September.
    3. 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.
    4. Fama, Eugene F, 1975. "Short-Term Interest Rates as Predictors of Inflation," American Economic Review, American Economic Association, vol. 65(3), pages 269-282, June.
    5. 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.
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    Keywords

    Money market ; Interest rates;

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