𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Treasury bill rates and treasury cash reserves

✍ Scribed by William Gissy


Book ID
105530341
Publisher
Springer US
Year
1999
Tongue
English
Weight
618 KB
Volume
27
Category
Article
ISSN
0197-4254

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Cash-futures arbitrage and forward-futur
✍ Linda Allen; Thom Thurston πŸ“‚ Article πŸ“… 1988 πŸ› John Wiley and Sons 🌐 English βš– 590 KB

ersistent discrepancies between implied forward rates on the yield curve P and corresponding futures rates have been widely observed. For instance, in one of our samples, eight week-ahead forward-future spreads averaged nearly 70 discount basis points before 1982 and have since averaged about 30 bas

Do treasury bill futures rates satisfy r
✍ C. Steven Cole; Michael Impson; William Reichenstein πŸ“‚ Article πŸ“… 1991 πŸ› John Wiley and Sons 🌐 English βš– 672 KB

One-quarter-ahead March 1976 spot rate on 3-month T-bill. Two-quarters-ahead March 1976 spot rate on 3-month T-bill. Three-quarters-ahead March 1976 spot rate on 3-month T-bill. Four-quarters-ahead March 1976 mot rate on 3-month T-bill. 'The rationality of three-quarters-ahead futures forecasts is