Weekly T-Bills Draw 6.175%, 6.050%
- Interest Rates. // Economic Trends (07482922);Aug99, p6
Presents the interest rates in the United States (US) as of August 1, 1999. Focus on US Treasury bills; Proposals to use the spreads in banking organization in the US.
- Weekly T-Bills go at 4.39%, 4.405%. Ferris, Craig T. // Bond Buyer;01/12/99, Vol. 327 Issue 30556, p2
Reports on the tender rates of the United States Treasury bills as of January 12, 1999. Rates for the 91-day and 182-day discount bills; Prices; Bid-to-cover ratio; Total of tenders.
- Treasury T-Bills Draw 4.590%, 4.590% Yields. Koning, Rachel // Bond Buyer;07/07/99, Vol. 329 Issue 30677, p2
Reports on the yield of the United States Treasury Department's 91- and 182-day discount bills as of July 6, 1999.
- Treasury Bills Go At 5.620%, 5.745%. Floyd, Daniel // Bond Buyer;04/25/2000, Vol. 332 Issue 30877, p2
Cites the drop in tender rates for 91-day and 182-day discount Treasury bills in the United States on April 24, 2000.
- Treasury announcement brings inverted yield curve. Sohn, Sung Won // Inside Tucson Business;02/14/2000, Vol. 9 Issue 47, p7
Presents a question-and-answer advisory on investment instruments available in the United States. Impact of plans to cut back borrowings and tighten monetary policy on the treasury yield curve; Inverse correlation between the price-earnings ratio and interest rates; Absence of an equity market...
- Interest Rates. // Economic Trends (07482922);Dec99, p6
Deals with the Treasury bill rates in the United States. Concerns raised about inflation over the short run; Increase in the federal funds target rate; Decline of the long end of the yield curve.
- FUTURES-FORWARD PRICE DIFFERENTIALS IN THE T-BILL MARKETS: AN APPLICATION OF THE ARBITRAGE PRICING THEORY . Chang, Carolyn W.; Chang, Jack S.K.; Loo, Jean C.H. // Global Finance Journal;Summer94, Vol. 5 Issue 1, p55
Investigates the effect of marking-to-market on the valuation of treasury-bill futures contracts within the risk-return framework of the arbitrage pricing theory in the U.S. Development of futures-spot, futures-forward and futures-expected spot pricing formulas; Relationship between the theory...
- Deficts and interest rates: A nonparametric analysis. Gissy, William G. // International Advances in Economic Research;Feb96, Vol. 2 Issue 1, p34
Examines the relationship between monthly treasury borrowing and the monthly change in the nominal three-month T-bill rate. Quarterly deficits and treasury borrowing from 1992-93; Use of the Kruskal-Wallis Test; Existence of an inverse relationship between treasury borrowing and the previous...
- Prime rate changes and returns to industries: Announcement period evidence. Johnson, Robert R.; Jensen, Gerald R. // Quarterly Review of Economics & Finance;Spring94, Vol. 34 Issue 1, p75
Investigates the general stock market and specific industry announcement period responses to prime interest rate changes. Significance of the prime interest rate; Relationship between stock prices and interest rates; Sample period from mid-1982 to mid-1991; Examination of T-bill indexes.