Arbitrage opportunities with T‐bill/T‐bond futures combinations

This publication has 11 references indexed in Scilit:

• The quality option implicit in futures contracts
  Journal of Financial Economics, 1984
• Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market
  The Review of Economics and Statistics, 1984
• Are there arbitrage opportunities in the treasury-bond futures market?
  Journal of Futures Markets, 1982
• A Note on Taxes and the Pricing of Treasury Bill Futures Contracts
  The Journal of Finance, 1981
• Spreads: Tails, turtles, and all that
  Journal of Futures Markets, 1981
• A Note on Taxes and the Pricing of Treasury Bill Futures Contracts
  The Journal of Finance, 1981
• The economics of hedging and spreading in futures markets
  Journal of Futures Markets, 1981
• Treasury Bill Pricing in the Spot and Futures Markets
  The Review of Economics and Statistics, 1979
• The Efficiency of the Treasury Bill Futures Market
  The Journal of Finance, 1979
• Is the Futures Market for Treasury Bills Efficient?
  The Journal of Portfolio Management, 1978