Determinants of the spread between Treasury bill and private sector money market rates
The purpose of this paper is to explore the reasons underlying the variable and sometimes very large differentials between United States Treasury bill rates and private sector U.S. money market rates of comparable maturity.
|Date of creation:||1980|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.richmondfed.org/|
More information through EDIRC
|Order Information:|| Web: http://www.richmondfed.org/publications/ Email: |
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Thomas A. Lawler, 1978. "Seasonal movements in short-term yield spreads," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 10-17.
- Bruce J. Summers, 1977. "Bank capital adequacy : perspectives and prospects," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 3-8.
- Cook, Timothy Q & Hendershott, Patric H, 1978. "The Impact of Taxes, Risk and Relative Security Supplies on Interest Rate Differentials," Journal of Finance, American Finance Association, vol. 33(4), pages 1173-86, September.
- V. Vance Roley, 1978. "Federal debt management policy: a re-examination of the issues," Economic Review, Federal Reserve Bank of Kansas City, issue Feb, pages 14-23.
- Timothy Q. Cook & Jeremy G. Duffield, 1979. "Money market mutual funds : a reaction to government regulations or a lasting financial innovation?," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 15-31.
- Jaffee, Dwight M., 1975. "Cyclical variations in the risk structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 1(3), pages 309-325, July.
When requesting a correction, please mention this item's handle: RePEc:fip:fedrwp:79-04. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (William Perkins)
If references are entirely missing, you can add them using this form.