search query: @indexterm treasury bills / total: 46
references: 10-19 / 46
« previous page | next page »
 titleyearauthor
10.
Arbitrage risk and market efficiency: the case of treasury bill futures
Review of Quantitative Finance and Accounting
1996 : VOL. 7:2, p. 187-204
 1996 Lin, J.
11.
Collusion in uniform-price auctions: experimental evidence and implications for treasury auctions.
Review of Financial Studies
1996 : FALL VOL. 9:3, p. 757-785
 1996 Goswami, G.
Noe, T. H.
Rebello, M. J.
12.
Controlling derivatives
Accountancy
1995 : MAR, VOL. 115:1219, p. 138-139
 1995 Ross, D.
13.
An empirical study of the Mexican Treasury bill auction.
Journal of Financial Economics
1993 : JUN, VOL. 33:3, p. 313-340
 1993 Umlauf, S. R.
14.
Les billets de tresorerie. Aspects reglementaires, interet du titre et fonctionnement du marche (Treasury bills: regulatory aspects)
Revue Francaise de Comptabilite
1992 : NR. 238, p. 70-81
 1992 Plessier, E.
15.
A cointegration analysis of treasury bill yields.
Review of Economics and Statistics
1992 : FEB, VOL. 74:1, p. 116-126
 1992 Hall, A. D.
Anderson, H. M.
Granger, C. W. J.
16.
The monotonicity of term premium. Another look.
Journal of Financial Economics
1992 : FEB, VOL. 31:1, p. 97-105
 1992 Richardson, M.
Richardson, P.
Smith, T.
17.
El mercado de pagares de empresa.
Papeles de Economia Espanola
1991 : OCT-DEC, 49, p. 57-64
 1991 Mochon Morcillo, F.
18.
The quality delivery option in treasury bond futures contracts
Journal of Finance
1990 : DEC, VOL. 45:5, pp. 1565-1586
 1990 HEMLER, M.L.
19.
Expectations and the treasury bill-federal funds rate spread over recent moneta ry policy regimes
Journal of Finance
1990 : JUN, VOL. 45:2, P, 567-577
 1990 Simon, D.P.
« previous page | next page »
SCIMA