Futures-forward price differentials in the T-bill markets: An application of the arbitrage pricing theory
| Year of publication: |
1994
|
|---|---|
| Authors: | Chang, Carolyn W. ; Chang, Jack S. K. ; Loo, Jean C. H. |
| Published in: |
Global Finance Journal. - Elsevier, ISSN 1044-0283. - Vol. 5.1994, 1, p. 55-63
|
| Publisher: |
Elsevier |