The difference between three-month LIBOR and the interest rate on U.S. three-month bonds in transactions on the interbank market. – The difference between the price of the three-month U.S. Treasury bill futures contract and the price of the three-month Eurodollar time deposit futures contract with the same expiration day. The price difference between the two rates is widely regarded as a measure of credit risk. – See depo-repo spread, Eurodollar, LIBOR.
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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/