๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Further evidence on segmentation in the treasury bill market

โœ Scribed by David P. Simon


Book ID
116134900
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
806 KB
Volume
18
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


An empirical analysis of arbitrage oppor
โœ Shantaram P. Hegde; Ben Branch ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 967 KB

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