Journal Article
The behavior of the spread between Treasury bill rates and private money market rates since 1978
Lawler, Thomas A.; Cook, Timothy Q. (1983-11)
An abstract for this article is not available.
Economic Review , Volume 69 , Issue Nov , Pages 3-15

Journal Article
The cause of the dollar depreciation
Lawler, Thomas A.; Hetzel, Robert L. (1978-05)
An abstract for this article is not available
Economic Review , Volume 64 , Issue May , Pages 15-27

Working Paper
The behavior of the spread between Treasury bill rates and private money market rates since 1978
Lawler, Thomas A.; Cook, Timothy Q. (1983)
The Treasury bill rate is generally viewed as the representative money market rate.
Working Paper , Paper 83-04

Journal Article
Private domestic investment in the current business cycle
Lawler, Thomas A. (1977-03)
An abstract for this article is not available
Economic Review , Volume 63 , Issue Mar , Pages 9-12

Working Paper
Federal Reserve policy strategy and interest rate seasonality
Lawler, Thomas A. (1978)
During the 1970's short-term interest rates have exhibited extreme variability by recent historical standards.
Working Paper , Paper 78-01

Journal Article
Seasonal movements in short-term yield spreads
Lawler, Thomas A. (1978-07)
An abstract for this article is not available
Economic Review , Volume 64 , Issue Jul , Pages 10-17

Working Paper
Measuring the default risk of bonds using yields to maturity
Lawler, Thomas A. (1978)
In both the theoretical and empirical literature of finance the relative riskiness of two debt instruments identical in all respects save the likelihood of default on payments of principal and/or interest has generally been measured by the difference between the yields to maturity of the two debt instruments.
Working Paper , Paper 78-04

Journal Article
Seasonal adjustment of the money stock : problems and policy implications
Lawler, Thomas A. (1977-11)
An abstract for this article is not available
Economic Review , Volume 63 , Issue Nov , Pages 19-27

Journal Article
Factors determining exchange rates : a simple model and empirical tests
Humphrey, Thomas M.; Lawler, Thomas A. (1977-05)
An abstract for this article is not available
Economic Review , Volume 63 , Issue May , Pages 10-15

Working Paper
Uncertain inflation, systematic risk, and the capital asset pricing model
Lawler, Thomas A. (1978)
The Sharpe-Linter two parameter Capital Asset Pricing Model (CAPM) has been the basis for an extraordinary amount of theoretical and empirical work. As originally developed, the CAPM did not explicitly account for the effects of uncertain inflation on asset prices.
Working Paper , Paper 78-02