A Note on Taxes and the Pricing of Treasury Bill Futures Contracts

• 1 December 1981
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 36  (5) , 1169-1176
• https://doi.org/10.2307/2327307

Abstract

Keywords

• BILL FUTURES
• TREASURY BILL
• FUTURES CONTRACTS
• PRICING
• NOTE ON TAXES