Forecasting accuracy and development of a financial market : the Treasury bill futures market
Year of publication: |
1990
|
---|---|
Authors: | Kamara, Avraham |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 10.1990, 4, p. 397-405
|
Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Prognose | Forecast | USA | United States | 1976-1985 |
-
On the informational role of Treasury bill futures
Hegde, Shantaram P., (1986)
-
MacDonald, S. Scott, (1993)
-
Market trading structures and asset pricing : evidence from the treasury-bill markets
Kamara, Avraham, (1988)
- More ...
-
Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity
Kamara, Avraham, (2018)
-
The divergence of liquidity commonality in the cross-section of stocks
Kamara, Avraham, (2008)
-
The nontradability premium of derivatives contracts
Eldor, Rafi, (2006)
- More ...