✦ LIBER ✦

Are there arbitrage opportunities in the treasury-bond futures market?

✍ Scribed by Robert W. Kolb; Gerald D. Gay; James V. Jordan

Publisher: John Wiley and Sons
Year: 1982
Tongue: English
Weight: 700 KB
Volume: 2
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990020302

No coin nor oath required. For personal study only.

✦ Synopsis

S tling rapidity. This remarkable growth has fueled itself to a large extent with 'See Branch (1978), Capozza and Cornell (1979), Lang and Rasche (1978), Poole (1978), Puglisi (1978), Rendleman and Carabini (1979), and Vignola and Dale (1979, 1980). All of these articles are reprinted in Gay and Kolb (1982).

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