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The Predictive Quality of Futures Prices, With an Application To the Sydney Wool Futures Market

✍ Scribed by D. E. A. GILES; B. A. GOSS

Book ID
115211247
Publisher
John Wiley and Sons
Year
1980
Tongue
English
Weight
592 KB
Volume
19
Category
Article
ISSN
0004-900X

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πŸ“œ SIMILAR VOLUMES

An empirical analysis of the delivery op
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ike many other futures contracts, the Treasury Bond (T-Bond) futures contract L allows the holder of a short position to satisfy the contract by delivering one of the variety of T-Bonds on one of a number of delivery dates. Accordingly, the traditional approach to pricing such contracts has concentr