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An Efficiency Analysis of the T‐Bond Futures Market · Study

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ArticleAn Efficiency Analysis of the T‐Bond Futures Market

Robert C. Klemkosky1985

Article1985

An Efficiency Analysis of the T‐Bond Futures Market

Robert C. Klemkosky · Dennis J. Lasser

16 citations·0/0 files stored·Journal of Futures Markets

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1981The relation between forward prices and futures prices 1979The Efficiency of the Treasury Bill Futures Market 1979Treasury Bill Pricing in the Spot and Futures Markets 1978Using T-bill futures to gauge interest rate expectations 1980THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS 1979Is the Futures Market for Treasury Bills Efficient?1982Are there arbitrage opportunities in the treasury‐bond futures market?1978Testing the Unbiased Expectations Theory of Interest Rates†

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1982Are there arbitrage opportunities in the treasury‐bond futures market?article · 6 shared references 1989Futures rates and forward rates as predictors of near‐term treasury bill ratesarticle · 4 shared references 1984Cash‐and‐carry trading and the pricing of treasury bill futuresarticle · 4 shared references 1985An empirical analysis of arbitrage opportunities in the treasury bill futures marketarticle · 4 shared references 1988Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Marketsarticle · 3 shared references 1987Volume determination in stock and stock index futures markets: An analysis of arbitrage and volatility effectsarticle · 3 shared references

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Year1985

Typearticle

Published1985-12-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1002/fut.3990050408

openalex_workW2007491853

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