search query: @indexterm TREASURY BILLS / total: 46
references: 1-10 / 46
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1.
Conditional volatility in affine term-structure models: Evidence from Treasury and swap markets
Journal of Financial Economics
2009 : MAR, VOL. 91:3, p. 288-318
 2009 Jacobs, K.
Karoui, L.
2.
The treasury market reaches breaking point
Euromoney
2008 : DEC, VOL. 39:476, p. 60-64
 2008 Avery, H.
3.
Pricing treasury inflation protected securities and related derivatives using an HJM model
Journal of Financial and Quantitative Analysis
2003 : JUN, VOL. 38:2, p. 337-358
 2003 Jarrow, R.
Yildirim, Y.
4.
Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions
Journal of Political Economy
2002 : APR, VOL. 110:2, p. 394-424
 2002 Nyborg, K. G.
Rydqvist, K.
Sundaresan, S. M.
5.
Modeling the Term Structure from the On-The-Run Treasury Yield Curve
Journal of Financial Research
2001 : WINTER, VOL. 24:4, p. 545-564
 2001 Mansi, S. A.
Phillips, J. H.
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.
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