search query: @indexterm treasury bills / total: 46
references: 36-45 / 46
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36.
The effectiveness of rolling the hedge forward in the treasury bill futures market.
Financial Management
1983 : SUMMER, VOL. 12:2, p. 21-29
 1983 McCabe, G. M.
Franckle, C. T.
37.
Treasury bill futures and determinants of the bid-ask spreads.
Quarterly Review of Economics and Business
1982 : SUMMER, VOL. 22:2, p. 84-100
 1982 Bearman, A. E.
38.
Taxes and the pricing of treasury bill futures contracts : a note.
Journal of Finance
1981 : DEC, VOL. 36:5, p. 1169-1176
 1981 Cornell, B.
39.
The financial futures market : a guide for corporate treasurers.
Multinational Business
1981 : 4, p. 1-15
 1981 Hopkinson, M.
40.
Treasury bills factors and common stock returns.
Journal of Finance
1981 : MAY, VOL. 36:2, p. 337-350
 1981 Oldfield, G. S.
Rogalski, R. J.
41.
Market incompleteness and divergences between forward and futures interest rates.
Journal of Finance
1980 : MAY, VOL. 35:2, p. 221-234
 1980 Kane, E. J.
42.
Case study: an economic analysis of S & L savings certificates and treasury-bill accounts.
Engineering Economist
1980 : VOL. 25:3, p. 209-228
 1980 Almond, B.
Remer, D. S.
43.
Keynes, the treasury and unemployment in the mater nineteen-thirties.
Oxford Economic Papers
1980 : MAR, VOL. 32:1, p. 1-18
 1980 Peden, G. C.
44.
The efficiency of the treasury bill futures market.
Journal of Finance
1979 : SEP, VOL. 34:4, p. 895-914
 1979 Rendleman, R. J.
Carabini, C. E.
45.
Treasury bill pricing in the spot and futures markets.
Review of Economics and Statistics
1979 : NOV, VOL. 61:4, p. 513-520
 1979 Capozza, D. R.
Cornell, B.
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