Arbitrage, carrying costs, and inflation: A reexamination of market efficiency in treasury bill futures
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- Edwin J. Elton & Martin J. Gruber & Joel C. Rentzler, 1985. "Employing Financial Futures to Increase the Return on Near Cash (Treasury Bill) Investments," Management Science, INFORMS, vol. 31(3), pages 293-300, March.
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- Robert A. JARROW & George S. OLDFIELD, 2008. "Forward Contracts And Futures Contracts," World Scientific Book Chapters,in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 11, pages 237-246 World Scientific Publishing Co. Pte. Ltd..
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- Milton Friedman, 1962. "Introduction to "The Interpolation of Time Series by Related Series"," NBER Chapters,in: The Interpolation of Time Series by Related Series, pages 1-3 National Bureau of Economic Research, Inc.
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