Treasury Bill versus Private Money Market Yield Curves

Economic Review, Vol. 72, No. 4, July/August 1986, pp. 3-12

10 Pages Posted: 24 Oct 2012

See all articles by Timothy Cook

Timothy Cook

Independent

Thomas Lawler

affiliation not provided to SSRN

Timothy Rowe

affiliation not provided to SSRN

Abstract

The relationship between time to maturity and yield on securities is of widespread interest to financial market participants and observers. The relationship, known as the term structure of interest rates, provides information about which maturities offer the highest expected returns to investors and which provide the lowest expected costs to borrowers.

Suggested Citation

Cook, Timothy and Lawler, Thomas and Rowe, Timothy, Treasury Bill versus Private Money Market Yield Curves. Economic Review, Vol. 72, No. 4, July/August 1986, pp. 3-12, Available at SSRN: https://ssrn.com/abstract=2120579

Thomas Lawler

affiliation not provided to SSRN

Timothy Rowe

affiliation not provided to SSRN

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