Shantaram P. Hegde Ben Branch imultaneous spot and futures trading in T-bills permits investors to construct S a combination of spot and futures positions that is a close substitute for a corresponding pure spot bill position. If the net returns on the spot-futures combination exceed the comparable
β¦ LIBER β¦
AN EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN UK TREASURY BILLS AND THE TERM STRUCTURE OF CERTIFICATES OF DEPOSIT
β Scribed by Patricia Fraser
- Book ID
- 110981241
- Publisher
- John Wiley and Sons
- Year
- 1995
- Tongue
- English
- Weight
- 925 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0307-3378
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