An Efficiency Analysis of the T-Bond Futures Market

Author:

Klemkosky Robert C.,Lasser Dennis J.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference17 articles.

1. (1980, March): “Taxes, Treasury Bills, and Treasury Bill Futures,” Federal Reserve Bank of New York.

2. Testing the Unbiased Expectations Theory of Interest Rates+

3. Treasury Bill Pricing in the Spot and Futures Markets

4. Chicago Board of Trade. (1979–1982): Interest Rate Futures Statistical Annual.

5. The U.S. Treasury Bill Futures Market and Hypotheses Regarding the Term Structure of Interest Rates

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