Cash‐and‐carry trading and the pricing of treasury bill futures
- 1 June 1984
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 4 (2) , 115-123
- https://doi.org/10.1002/fut.3990040202
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Treasury-bill futures market: A formulation and interpretationJournal of Futures Markets, 1982
- THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONSJournal of Financial Research, 1980
- Market Incompleteness and Divergences Between Forward and Futures Interest RatesThe Journal of Finance, 1980
- Treasury Bill Pricing in the Spot and Futures MarketsThe Review of Economics and Statistics, 1979
- The Efficiency of the Treasury Bill Futures MarketThe Journal of Finance, 1979
- A Comparison of Yields On Future Contracts and Implied Forward RatesPublished by Federal Reserve Bank of St. Louis ,1978
- The Expectations Hypothesis and the Efficiency of the Treasury Bill MarketThe Review of Economics and Statistics, 1975