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:|
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- 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.
- Thomas A. Lawler, 1978. "Seasonal movements in short-term yield spreads," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 10-17.
- 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.
- 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.
- Daniel A. Karp, 1974. "State taxation of Fifth District banks," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 19-23.
- Bruce J. Summers, 1977. "Bank capital adequacy : perspectives and prospects," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 3-8.
- 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.
- 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.
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