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The Treasury Bill Futures Market

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Author Info
Rodney L. Jacobs (UCLA)
Robert A. Jones (UCLA)

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File URL: http://www.econ.ucla.edu/workingpapers/wp116.pdf
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Paper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 116.

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Date of creation: 01 Apr 1978
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Handle: RePEc:cla:uclawp:116

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Web page: http://www.econ.ucla.edu/

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Stiglitz, Joseph E, 1970. "A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates," Review of Economic Studies, Blackwell Publishing, vol. 37(3), pages 321-51, July. [Downloadable!] (restricted)
  2. Capozza, Dennis R & Cornell, Bradford, 1979. "Treasury Bill Pricing in the Spot and Futures Markets," The Review of Economics and Statistics, MIT Press, vol. 61(4), pages 513-20, November. [Downloadable!] (restricted)
  3. Hamburger, Michael J & Platt, Elliott N, 1975. "The Expectations Hypothesis and the Efficiency of the Treasury Bill Market," The Review of Economics and Statistics, MIT Press, vol. 57(2), pages 190-99, May. [Downloadable!] (restricted)
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This page was last updated on 2009-12-9.

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