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Do treasury bill futures rates satisfy rational expectation properties?
Author(s) -
Cole C. Steven,
Impson Michael,
Reichenstein William
Publication year - 1991
Publication title -
journal of futures markets
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990110507
Subject(s) - treasury , futures contract , management , citation , administration (probate law) , library science , law , economics , computer science , political science , finance
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