Treasury bill rates and treasury cash reserves
β Scribed by William Gissy
- Book ID
- 105530341
- Publisher
- Springer US
- Year
- 1999
- Tongue
- English
- Weight
- 618 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0197-4254
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
ersistent discrepancies between implied forward rates on the yield curve P and corresponding futures rates have been widely observed. For instance, in one of our samples, eight week-ahead forward-future spreads averaged nearly 70 discount basis points before 1982 and have since averaged about 30 bas
One-quarter-ahead March 1976 spot rate on 3-month T-bill. Two-quarters-ahead March 1976 spot rate on 3-month T-bill. Three-quarters-ahead March 1976 spot rate on 3-month T-bill. Four-quarters-ahead March 1976 mot rate on 3-month T-bill. 'The rationality of three-quarters-ahead futures forecasts is