DO TREASURY BILL FUTURES RATES SATISFY RATIONAL EXPECTATION PROPERTIES

被引：9

|

作者：

COLE, CS ^{[1
]}

IMPSON, M ^{[1
]}

REICHENSTEIN, W ^{[1
]}

机构：

[1] BAYLOR UNIV, PAT & THOMAS R POWERS CHAIR INVESTMENT MANAGEMENT, WACO, TX 76798 USA

来源：

JOURNAL OF FUTURES MARKETS | 1991年 / 11卷 / 05期

关键词：

D O I：

10.1002/fut.3990110507

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

收藏

页码：591 / 601

页数：11

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