References in periodicals archive ?
Greek banks taking up the bulk of T-bill issues can park the paper at the local central bank to tap its emergency liquidity assistance (ELA) window.
Qatar's T-bill market is still far from playing these roles, partly because it is not transparent.
As long as the general relationship between the interest rate paid by T-Bills and the interest rate paid by T-Bill futures is similar, no matter whether interest rates go up or down, the investor will gain on the overall set of transactions.
As we shall see, the current-quarter, one- and two-quarter-ahead SPF forecasts of the T-bill rate, while one-sided, outperform the naive forecasts; but the three- and four-quarter-ahead SPF forecasts fail to do so.
Bankers said repo rates could hold at the current level in the immediate future, but the central bank could boost yields on T-bill rates to narrow the difference between the two.
Again, the response of the 3-month T-bill rate is essentially the same whether the discount rate is changed or not, or whether the target change is large or small.
Bonds purchased afterwards will float at a rate equal to 85% of the average yield on the six-month T-bill.
The AA company borrows $X long-term at a cost of 10 percent; the BBB company borrows $X short-term at a cost of the T-bill rate plus 2 percent.
Market Vectors EM Long/Short Equity Hedge Fund Beta Index (MVLSEM) Number of components: 5 Top 3 components: SPDR Barclays Capital 1-3 Month T-Bill (57.
99 billion) of 3-month T-bills on Tuesday, with the yield slightly falling from a previous auction in June, the PDMA debt agency said.
The variable interest rate on most federally-guaranteed student loans is readjusted annually based on the final 91-day T-bill auction prior to June 1 and is effective July 1.
5) While the statistical model assumes that one of two mutually exclusive processes generates the change in the T-bill rate from any given discount rate change, the two response levels, "high" and "low," should be understood as upper and lower bounds where all fitted responses are a probability-weighted combination of the two boundary values.