Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Reference28 articles.
1. AllenHelen, and Mark P.Taylor, ?Charts, Noise and Fundamentals in the London Foreign Exchange Market?. Economic Journal 100, 49?59, (Supplement 1990).
2. AllenLinda, and Thom B.Thurston, ?Cash-Futures Arbitrage and Forward-Futures Spreads in the Treasury Bill Market?. Journal of Futures Markets 8, 563?574, (October 1988).
3. Bahmani-OskooeeMohsen, and Satya P.Das, ?Transaction Costs and the Interest Parity Theorem?. Journal of Political Economy 93, 793?806, (August, 1985).
4. CapozzaDennis R., and BradfordCornell, ?Treasury Bill Pricing in the Spot and Futures Markets?. Review of Economics and Statistics 61, 513?520, (September 1979).
5. ChowBrian G., and David J.Brophy, ?Treasury Bill Futures Market: A Formulation and Interpretation?. Journal of Futures Markets 4, 115?123, (Winter 1982).