Economist, Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Washington, D.C. The author would like to thank John Duca, Steve Lumpkin, Brian Madigan, John Rea, Robert Williamson, an anonymous referee, and the editor for helpful comments, Robert Cumby and John Huizinga for making their software available to me, and Peter Nagan for survey data. The views expressed here are those of the author and do not necessarily reflect the views of the Federal Reserve Board or any other members of its staff. Any errors are my own.
Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes
Article first published online: 30 APR 2012
1990 The American Finance Association
The Journal of Finance
Volume 45, Issue 2, pages 567–577, June 1990
How to Cite
SIMON, D. P. (1990), Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes. The Journal of Finance, 45: 567–577. doi: 10.1111/j.1540-6261.1990.tb03703.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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