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 |
-
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan, (2021)
-
Treasury bill futures as unbiased predictors : new evidence and relation to unexpected inflation
Patel, Jayendu, (1989)
-
Intra-day tests of the efficiency of the Treasury Bill futures market
Elton, Edwin J., (1985)
- More ...
-
Richards, Charles F., (1998)
-
Commercial bank stocks, interest rates, and systematic risk
Booth, James R., (1985)
-
Examining merger synergy with the capital asset pricing model
Davidson, Wallace Norman, (1987)
- More ...