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An empirical analysis of arbitrage opportunities in the treasury bill futures market
5 references·0 citing·21 second hop
An empirical analysis of arbitrage opportunities in the treasury bill futures market (1985)An empirical analysis of arbitrage opport…The relation between forward prices and futures prices (1981)The relation between forward …THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS (1980)THE EFFICIENCY OF THE TREASUR…Market Incompleteness and Divergences Between Forward and Futures Interest Rates (1980)Market Incompleteness and Div…Treasury Bill Pricing in the Spot and Futures Markets (1979)Treasury Bill Pricing in the …The Efficiency of the Treasury Bill Futures Market (1979)The Efficiency of the Treasur…Theory of the Inverse Carrying Charge in Futures Markets (1948)Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Are there arbitrage opportunities in the treasury‐bond futures market? (1982)Cash‐and‐carry trading and the pricing of treasury bill futures (1984)Futures rates and forward rates as predictors of near‐term treasury bill rates (1989)An Intertemporal Capital Asset Pricing Model (1973)Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)Evaluating Natural Resource Investments (1985)Theory of Financial Decision Making. (1988)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The pricing of commodity contracts (1976)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets (1988)Short- Term Interest Rates as Predictors of Inflation (2021)Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory. (1939)The Pricing of Options and Corporate Liabilities (1973)Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments (1989)The impact of default risk on the prices of options and other derivative securities (1995)Issues in futures markets: A survey (1982)The Fed funds futures rate as a predictor of federal reserve policy (1996)
this work references cited by second hop

References

  • 1981The relation between forward prices and futures prices740 cited
  • 1979The Efficiency of the Treasury Bill Futures Market138 cited
  • 1979Treasury Bill Pricing in the Spot and Futures Markets70 cited
  • 1980Market Incompleteness and Divergences Between Forward and Futures Interest Rates57 cited
  • 1980THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS28 cited

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