IDEAS home Printed from https://ideas.repec.org/a/fip/fedlrv/y1978idecp21-30nv.60no.12.html
   My bibliography  Save this article

A comparison of yields on future contracts and implied forward rates

Author

Listed:
  • Richard W. Lang
  • Robert H. Rasche

Abstract

No abstract is available for this item.

Suggested Citation

  • Richard W. Lang & Robert H. Rasche, 1978. "A comparison of yields on future contracts and implied forward rates," Review, Federal Reserve Bank of St. Louis, vol. 60(Dec), pages 21-30.
  • Handle: RePEc:fip:fedlrv:y:1978:i:dec:p:21-30:n:v.60no.12
    as

    Download full text from publisher

    File URL: https://fraser.stlouisfed.org/scribd/?toc_id=499612&filepath=/docs/publications/frbslreview/rev_stls_197812.pdf&start_page=21#scribd-open
    Download Restriction: no

    File URL: https://files.stlouisfed.org/files/htdocs/publications/review/78/12/Comparison_Dec1978.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Adrian W. Throop, 1981. "Interest rate forecasts and market efficiency," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
    2. Robert W. Kolb & Gerald D. Gay, 1985. "A Pricing Anomaly In Treasury Bill Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 157-167, June.

    More about this item

    Keywords

    Interest rates;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedlrv:y:1978:i:dec:p:21-30:n:v.60no.12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Scott St. Louis (email available below). General contact details of provider: https://edirc.repec.org/data/frbslus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.