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Determinants of the spread between Treasury bill and private sector money market rates

Listed author(s):
  • Timothy Q. Cook
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    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.

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    Paper provided by Federal Reserve Bank of Richmond in its series Working Paper with number 79-04.

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    Date of creation: 1980
    Handle: RePEc:fip:fedrwp:79-04
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    1. 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.
    2. Thomas A. Lawler, 1978. "Seasonal movements in short-term yield spreads," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 10-17.
    3. 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 1173-1186, September.
    4. 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.
    5. 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.
    6. Bruce J. Summers, 1977. "Bank capital adequacy : perspectives and prospects," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 3-8.
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