Efficiency of the treasury bill futures market : regression and volatility tests
Year of publication: |
1990
|
---|---|
Authors: | Wong, Alan |
Other Persons: | Henderson, Glenn V. (contributor) |
Published in: |
Review of business and economic research : RBER ; a publication of the Division of Business and Economic Research, College of Business Administration, University of New Orleans. - New Orleans, La., ISSN 0362-7985, ZDB-ID 860612-2. - Vol. 26.1990, 1, p. 54-67
|
Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | 1976-1986 |
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