Cash-futures arbitrage and forward-futures spreads in the treasury bill market-Reference-Cited by-同舟云学术

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Cash-futures arbitrage and forward-futures spreads in the treasury bill market

Published:1988-10 Issue:5 Volume:8 Page:563-573
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Allen Linda,Thurston Thom

Publisher

Wiley

Subject

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

Reference21 articles.

1. The effect of the tax treatment of treasury-bill futures on their rates

2. (1978, Fall): “Testing the Unbiased Expectations Theory of Interest Rates,” Financial Review, 51–66.

3. Treasury Bill Pricing in the Spot and Futures Markets

4. Treasury-bill futures market: A formulation and interpretation

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The futures and forward price differential in the Nordic electricity market;Energy Policy;2010-08

2. References;Risk Management, Speculation, and Derivative Securities;2002

3. Ted tandems: Arbitrage restrictions and the us treasury bill/eurodollar futures spread;International Review of Economics & Finance;1998-01

4. Direct Tests of Index Arbitrage Models;The Journal of Financial and Quantitative Analysis;1996-12

5. Arbitrage risk and market efficiency;Review of Quantitative Finance and Accounting;1996-09

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