search query: @indexterm TREASURY BILLS / total: 46
references: 6-15 / 46
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6.
Are Treasury Securities Free of Default?
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 251-266
 2001 Nippani, S.
Liu, P.
Schulman, C. T.
7.
Relationship between expected treasury bill and Eurodollar interest rates: a fractional cointegration analysis
Review of Quantitative Finance and Accounting
2001 : JAN, VOL. 16:1, p. 65-80
 2001 Shrestha, K.
Welch, R.
8.
Indicator properties of the paper-bill spread: Lessons from recent experience
Review of Economics and Statistics
1998 : FEB, VOL. 80:1, p. 34-44
 1998 Friedman, B. M.
Kuttner, K. N.
9.
Do interest rates follow unit-root processes? - evidence from cross-maturity treasury-bill yields
Review of Quantitative Finance and Accounting
1997 : JAN, VOL. 8:1, p. 69-81
 1997 Wu, Y.
Zhang, H.
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.
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