IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this paper or follow this series

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

  • Timothy Q. Cook
  • Thomas A. Lawler
Registered author(s):

    The Treasury bill rate is generally viewed as the representative money market rate.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://www.richmondfed.org/publications/research/working_papers/1983/wp_83-4.cfm
    Download Restriction: no

    File URL: http://www.richmondfed.org/publications/research/working_papers/1983/pdf/wp83-4.pdf
    Download Restriction: no

    Paper provided by Federal Reserve Bank of Richmond in its series Working Paper with number 83-04.

    as
    in new window

    Length:
    Date of creation: 1983
    Date of revision:
    Handle: RePEc:fip:fedrwp:83-04
    Contact details of provider: Web page: http://www.richmondfed.org/

    More information through EDIRC

    Order Information: Web: http://www.richmondfed.org/publications/ Email:


    References listed on IDEAS
    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.:

    as in new window
    1. Fama, Eugene F, 1975. "Short-Term Interest Rates as Predictors of Inflation," American Economic Review, American Economic Association, vol. 65(3), pages 269-82, June.
    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. Frederic S. Mishkin, 1981. "Monetary Policy and Short-Term Interest Rates: An Efficient Markets-Rational Expectations Approach," NBER Working Papers 0693, National Bureau of Economic Research, Inc.
    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.
    5. Daniel A. Karp, 1974. "State taxation of Fifth District banks," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 19-23.
    6. Bruce J. Summers, 1977. "Bank capital adequacy : perspectives and prospects," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 3-8.
    7. 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.
    8. 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.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:fip:fedrwp:83-04. 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 you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.