Forecasting accuracy and development of a financial market: The treasury bill futures market

This publication has 14 references indexed in Scilit:

• Futures rates and forward rates as predictors of near‐term treasury bill rates
  Journal of Futures Markets, 1989
• Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets
  The Review of Financial Studies, 1988
• The Predictive Power of the Term Structure During Recent Monetary Regimes
  The Journal of Finance, 1988
• Monetary policy regime shifts and the unusual behavior of real interest rates
  Carnegie-Rochester Conference Series on Public Policy, 1986
• Government Security Dealers' Positions, Information and Interest-Rate Expectations: A Note
  The Journal of Finance, 1983
• Price forecasting and evaluation: An application in agriculture
  Journal of Forecasting, 1983
• Speculative Price: Economic Welfare and the Idiot of Chance
  The Review of Economics and Statistics, 1981
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  Econometrica, 1980
• Economic Losses from Forecasting Error in Agriculture
  Journal of Political Economy, 1980
• An Analysis of Annual and Multiperiod Quarterly Forecasts of Aggregate Income, Output, and the Price Level
  The Journal of Business, 1979