1. and (1980): “The Discrepancy Between Futures and Forward Treasury Bill Rates: A Survey of Past Work,” paper presented to the Columbia University Seminar on Treasury Bill Futures, May 19, 1980.
2. and (1979): “Treasury Bill Pricing in the Spot and Futures Markets,” Review of Economics and Statistics, November: 513–520.
3. , and (1979): “A Note on the Usefulness of Treasury Bill Futures as Hedging Instruments,” U.S. Treasury Department, July (manuscript).
4. (1979): “Brownian Motion in the Treasury Bill Futures Market,” U.S. Treasury Department, August (manuscript). Forthcoming in Business Economics, 1981.
5. and (1979a): “Mechanical Trading Rules and the Treasury Bill Futures Market,” U.S. Treasury Department, April (manuscript).