Do treasury bill futures rates satisfy rational expectation properties?
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference26 articles.
1. Treasury Bill Pricing in the Spot and Futures Markets
2. A Note on Taxes and the Pricing of Treasury Bill Futures Contracts
3. Forward and Futures Prices: Evidence from the Foreign Exchange Markets
4. The information in the term structure
5. Term premiums in bond returns
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