scholarly journals The Treasury-Bill Futures Market

1980 ◽  
Vol 88 (4) ◽  
pp. 699-721 ◽  
Author(s):  
Rodney L. Jacobs ◽  
Robert A. Jones
Keyword(s):  
Futures Market ◽  
Treasury Bill

The Efficiency of the Treasury Bill Futures Market

1979 ◽  
Vol 34 (4) ◽  
pp. 895-914 ◽  
Author(s):  
RICHARD J. RENDLEMAN ◽  
CHRISTOPHER E. CARABINI
Keyword(s):  
Futures Market ◽  
Treasury Bill

An empirical analysis of arbitrage opportunities in the treasury bill futures market

1985 ◽  
Vol 5 (3) ◽  
pp. 407-424 ◽  
Author(s):  
Shantaram P. Hegde ◽  
Ben Branch
Keyword(s):  
Empirical Analysis ◽  
Futures Market ◽  
Treasury Bill ◽  
Arbitrage Opportunities

scholarly journals THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS

1980 ◽  
Vol 3 (2) ◽  
pp. 169-188 ◽  
Author(s):  
Anthony J. Vignola ◽  
Charles DaleEconomists
Keyword(s):  
Futures Market ◽  
Treasury Bill

THE EFFECTIVENESS OF ROLLING THE HEDGE FORWARD IN THE TREASURY BILL FUTURES MARKET

1982 ◽  
Vol 17 (2) ◽  
pp. 74-74
Author(s):  
George M. McCabe ◽  
Charles T. Franckle
Keyword(s):  
Futures Market ◽  
Treasury Bill

Non-linear dependence? A look at the Treasury Bill futures market

1991 ◽  
Vol 1 (3) ◽  
pp. 165-173 ◽  
Author(s):  
J. Praschnik
Keyword(s):  
Linear Dependence ◽  
Futures Market ◽  
Treasury Bill ◽  
Non Linear

scholarly journals The Treasury Bill Futures Market and Market Expectations of Interest Rates

1977 ◽  
Vol 59 ◽  
Author(s):  
Albert E. Burger ◽  
Richard W. Lang ◽  
Robert H. Rasche
Keyword(s):  
Interest Rates ◽  
Futures Market ◽  
Treasury Bill ◽  
Market Expectations

Treasury-bill futures market: A formulation and interpretation

1982 ◽  
Vol 2 (1) ◽  
pp. 25-49 ◽  
Author(s):  
Brian G. Chow ◽  
David J. Brophy
Keyword(s):  
Futures Market ◽  
Treasury Bill

scholarly journals The Arc Sine Law and the Treasury Bill Futures Market

1980 ◽  
Vol 36 (6) ◽  
pp. 71-74 ◽  
Author(s):  
Charles Dale ◽  
Rosemarie Workman
Keyword(s):  
Futures Market ◽  
Treasury Bill ◽  
Sine Law

Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market

1984 ◽  
Vol 66 (1) ◽  
pp. 129 ◽  
Author(s):  
Edwin J. Elton ◽  
Martin J. Gruber ◽  
Joel Rentzler
Keyword(s):  
Futures Market ◽  
Treasury Bill

An empirical evaluation of treasury-bill futures market efficiency: Evidence from forecast efficiency tests

1993 ◽  
Vol 13 (2) ◽  
pp. 199-211 ◽  
Author(s):  
S. Scott MacDonald ◽  
Scott E. Hein
Keyword(s):  
Market Efficiency ◽  
Empirical Evaluation ◽  
Futures Market ◽  
Treasury Bill ◽  
Forecast Efficiency
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