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The Treasury Bill Futures Market

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Listed:
  • Rodney L. Jacobs

    (UCLA)

  • Robert A. Jones

    (UCLA)

Abstract

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Suggested Citation

  • Rodney L. Jacobs & Robert A. Jones, 1978. "The Treasury Bill Futures Market," UCLA Economics Working Papers 116, UCLA Department of Economics.
  • Handle: RePEc:cla:uclawp:116
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    File URL: http://www.econ.ucla.edu/workingpapers/wp116.pdf
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    References listed on IDEAS

    as
    1. J. E. Stiglitz, 1970. "A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates," Review of Economic Studies, Oxford University Press, vol. 37(3), pages 321-351.
    2. Reuben A. Kessel, 1965. "The Cyclical Behavior of the Term Structure of Interest Rates," NBER Books, National Bureau of Economic Research, Inc, number kess65-1, January.
    3. M. Nerlove & S. Wage, 1964. "On the Optimality of Adaptive Forecasting," Management Science, INFORMS, pages 207-224.
    4. 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 513-520, November.
    5. 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 190-199, May.
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    Cited by:

    1. Fleming, Jeff & Kirby, Chris & Ostdiek, Barbara, 1998. "Information and volatility linkages in the stock, bond, and money markets," Journal of Financial Economics, Elsevier, vol. 49(1), pages 111-137, July.

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