CASH-FUTURES ARBITRAGE AND FORWARD-FUTURES SPREADS IN THE TREASURY BILL MARKET

被引：6

作者：

ALLEN, L

THURSTON, T

机构：

[1] HOFSTRA UNIV,BANKING & FINANCE,HEMPSTEAD,NY 11550

[2] CUNY QUEENS COLL,DEPT ECON,FLUSHING,NY 11367

来源：

JOURNAL OF FUTURES MARKETS | 1988年 / 8卷 / 05期

关键词：

D O I：

10.1002/fut.3990080504

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：563 / 573

页数：11

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