Forward and Futures Prices: Evidence from the Foreign Exchange Markets

The Efficiency of the Treasury Bill Futures Market

1979 • 136 citations

Treasury Bill Pricing in the Spot and Futures Markets

1979 • 70 citations

A Comparison of Yields On Future Contracts and Implied Forward Rates

1978 • 22 citations

Is the Futures Market for Treasury Bills Efficient?

1979 • 21 citations

Pricing of Futures Contracts

2018 • 4 citations