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Expectations, surprises and treasury bill rates, 1960-82
Hendershott, Patric H. - In: The journal of finance : the journal of the American … 39 (1984) 3, pp. 685-696
Persistent link: https://www.econbiz.de/10002769814
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Government bond returns, measurement of interest rate risk, and the arbitrage pricing theory
Gultekin, N. Buletin; Rogalski, Richard J. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10002541570
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An international study of tax effects on government bonds
Litzenberger, Robert H.; Rolfo, Jacques - In: The journal of finance : the journal of the American … 39 (1984) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10002385726
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Estimating term structure equations with individual bond data
Dobson, Steven W. - In: The journal of finance : the journal of the American … 33 (1978) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10002076336
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The efficiency of the Treasury bill futures market
Rendleman, Richard J.; Carabini, Christopher E. - In: The journal of finance : the journal of the American … 34 (1979) 4, pp. 895-914
Persistent link: https://www.econbiz.de/10002688628
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The determinants in the Treasury security yield curve
Roley, V. Vance - In: The journal of finance : the journal of the American … 36 (1981) 5, pp. 1103-1126
Persistent link: https://www.econbiz.de/10002698765
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Time series analysis of interest rates : some additional evidence
Brick, John R.; Thompson, Howard E. - In: The journal of finance : the journal of the American … 33 (1978) 1, pp. 93-103
Persistent link: https://www.econbiz.de/10001949767