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Treasury bill versus private money market yield curves

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  • Timothy Q. Cook
  • Thomas A. Lawler
  • Timothy D. Rowe

Abstract

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Suggested Citation

  • Timothy Q. Cook & Thomas A. Lawler & Timothy D. Rowe, 1986. "Treasury bill versus private money market yield curves," Economic Review, Federal Reserve Bank of Richmond, vol. 72(Jul), pages 3-12.
    • Handle: RePEc:fip:fedrer:y:1986:i:jul:p:3-12:n:v.72no.4
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    File URL: https://fraser.stlouisfed.org/files/docs/publications/frbrichreview/rev_frbrich198607.pdf
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    References listed on IDEAS

    as
    1. Fama, Eugene F., 1984. "Term premiums in bond returns," Journal of Financial Economics, Elsevier, vol. 13(4), pages 529-546, December.
    2. McCulloch, J Huston, 1975. "An Estimate of the Liquidity Premium," Journal of Political Economy, University of Chicago Press, vol. 83(1), pages 95-119, February.
    3. 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 965-973, September.
    4. 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.
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