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The Treasury bill futures market and market expectations of interest rates

Author

Listed:
  • Albert E. Burger
  • Richard W. Lang
  • Robert H. Rasche

Abstract

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Suggested Citation

  • Albert E. Burger & Richard W. Lang & Robert H. Rasche, 1977. "The Treasury bill futures market and market expectations of interest rates," Review, Federal Reserve Bank of St. Louis, vol. 59(Jun), pages 2-9.
    • Handle: RePEc:fip:fedlrv:y:1977:i:jun:p:2-9:n:v.59no.6
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    Citations

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    Cited by:

    1. Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981. "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.
    2. Lin, James Wuh, 1996. "Arbitrage, carrying costs, and inflation: A reexamination of market efficiency in treasury bill futures," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 207-222.
    3. Dale, Charles, 1981. "Brownian motion in the treasury bill futures market," MPRA Paper 46530, University Library of Munich, Germany.

    More about this item

    Keywords

    Treasury bills; Interest rates;

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