The behavior of the spread between Treasury bill rates and private money market rates since 1978
The Treasury bill rate is generally viewed as the representative money market rate.
|Date of creation:||1983|
|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.:
- 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.
- 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.
- 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.
- 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.
- 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.
- Bruce J. Summers, 1977. "Bank capital adequacy : perspectives and prospects," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 3-8.
- 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.
- Daniel A. Karp, 1974. "State taxation of Fifth District banks," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 19-23.
- Thomas A. Lawler, 1978. "Seasonal movements in short-term yield spreads," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 10-17.
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 references are entirely missing, you can add them using this form.