LEADER 01974nam  2200421Ia 450 
001 9910699205603321
005 20230902162126.0
035   $a(CKB)5470000002401855
035   $a(OCoLC)608741311
035   $a(EXLCZ)995470000002401855
100   $a20100423d1999      ua             0
101 0 $aeng
135   $aurbn|||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aDraft framework for determining the spreads of commercial paper rates and LIBOR to the rate on three month treasury bills and the volatility of those interest rates$b[electronic resource] /$fRobert Arnold, Angleo Mascaro. Matthew Salomon, with the research assistance of David Arnold
210  1$a[Washington, DC] :$cMacroeconomic and Tax Analysis Divisions, Congressional Budget Office,$d[1999]
215   $a1 online resource (iv, 31 pages) $cillustrations
225 1 $aTechnical paper series ;$v1999-7
300   $aTitle from PDF title screen (viewed on Apr. 23, 2010).
300   $a"July 1999."
410  0$aTechnical paper series (United States. Congressional Budget Office. Macroeconomic Analysis Division) ;$v1999-7.
606   $aCommercial paper issues$xRatings and rankings$zUnited States
606   $aTreasury bills$zUnited States
615  0$aCommercial paper issues$xRatings and rankings
615  0$aTreasury bills
700   $aArnold$b Robert$0566627
701   $aMascaro$b Angelo$01405029
701   $aSalomon$b Matthew$01409300
712 02$aUnited States.$bCongressional Budget Office.$bMacroeconomic Analysis Division.
712 02$aUnited States.$bCongressional Budget Office.$bTax Analysis Division.
801  0$bGPO
801  1$bGPO
906   $aBOOK
912   $a9910699205603321
996   $aDraft framework for determining the spreads of commercial paper rates and LIBOR to the rate on three month treasury bills and the volatility of those interest rates$93495340
997   $aUNINA