A PRICING ANOMALY IN TREASURY BILL FUTURES
Author:
Affiliation:
1. University of Miami
2. Georgia State University
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1985.tb00397.x/fullpdf
Reference17 articles.
1. “Testing the Unbiased Expectations Theory of Interest Rates.”;Branch;Financial Review,1978
2. “Treasury Bill Pricing in the Spot and Futures Markets.”;Capozza;Review of Economics and Statistics,1979
3. “Forward and Futures Prices: Evidence from the Forward Exchange Markets,”;Cornell;Journal of Finance,1981
4. “The Relation between Forward Prices and Futures Prices.”;Cox;Journal of Financial Economics,1981
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