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Forward rates and expected rates : the Treasury bill futures market

Planisek, Sandra - 1980

Persistent link: https://www.econbiz.de/10002646205

The effect of the capital asset treatment of Treasury bill futures on their prices

Arak, Marcelle - 1981

Persistent link: https://www.econbiz.de/10002040741

Treasury bill futures and the determinants of the bid-ask spreads

Bearman, Arlene E. - In: The quarterly review of economics and business : … 22 (1982) 2, pp. 84-100

Persistent link: https://www.econbiz.de/10001882306

The efficiency and equivalence of the treasury bill futures market

Chow, Brian Gee-Yin - 1980

Persistent link: https://www.econbiz.de/10001997862

Treasury bond futures mechanics and basis valuation

Kim, David T. - In: The handbook of fixed income securities, (pp. 1201-1223). 2005

Persistent link: https://www.econbiz.de/10003055294

Comparing the Fluctuations of the Price of the T – Bill Futures Contracts and Treasury Bond Futures Contracts in Relation to the Term Structure of Interest Rates. Evidence From the...

Guirguis, Michel - 2021

In this article, we compare the fluctuations of the price of the T - bill futures contracts and Treasury bond futures … 50 T - bill futures contracts and 50 Treasury bond futures contracts in relation to different interest rates. We find … that the term structure of interest rates of the Danish market affects the pricing of T-bills and Treasury bonds futures …

Persistent link: https://www.econbiz.de/10013232521

Does federal funds futures rate contain information about the treasury bill rate?

Kishor, N. Kundan; Marfatia, H. A. - In: Applied financial economics 23 (2013) 16/18, pp. 1311-1324

Persistent link: https://www.econbiz.de/10010259457

Bond futures and order imbalance : examining international linkages

Smales, Lee A. - In: Journal of international financial markets, … 26 (2013), pp. 113-132

Persistent link: https://www.econbiz.de/10010234953

Predicting bond future returns

Domian, Dale L.; Reichenstein, William R. - In: The journal of investing 20 (2011) 4, pp. 105-116

Persistent link: https://www.econbiz.de/10009672038

The pricing of option on bond forwards

Ahn, Chang-mo; Cho, D. C. - In: Seoul journal of economics 18 (2005) 4, pp. 355-369

Persistent link: https://www.econbiz.de/10003289750