Title

Large retail time deposits and U.S. treasury securities (1986-95): Evidence of a segmenting market

Keywords

Bank time deposits; Deposit pricing; Market segmentation; Risk free rate

Abstract

Much of the work on this paper was done while Gilkeson was on leave at the Office of the Comptroller of the Currency’s Risk Analysis Division. We would like to thank Jeff Brown, Mike Carhill, Ronnie Clayton, Dennis Glennon, Ben Gup, Scott Hein, Aruna Srinivasan, Stan Smith, session participants at the 1996 FMA and SFA meetings, and seminar participants atthe Office of the Comptroller of the Currency for helpful comments and suggestions. We also thank Neil Monahan for research assistance. The views expressed herein are the authors’ and do not necessarily represent those of the Office of the Comptroller of the Currency. All remaining errors are of course our own. © MCB UP Limited 1998.

Publication Date

1-1-1998

Publication Title

Managerial Finance

Volume

24

Issue

8

Number of Pages

26-47

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1108/03074359810765642

Socpus ID

0043182252 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/0043182252

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