Restructuring the maturity of regulated deposits with treasury-bill futures

An Estimate of the Liquidity Premium

1975 • 128 citations

The Behavior of Interest Rates.

1972 • 127 citations

The Term Structure of Interest Rates.

1972 • 79 citations

Treasury Bill Pricing in the Spot and Futures Markets

1979 • 70 citations

Market Incompleteness and Divergences Between Forward and Futures Interest Rates*

1980 • 54 citations

The Behavior of Interest Rates

2006 • 53 citations

The Treasury-Bill Futures Market

1980 • 15 citations

The regulation of futures and forward trading by depository institutions: A legal and economic analysis

1981 • 11 citations

The integration of the cash and futures markets for treasury securities

1981 • 5 citations