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Is the Futures Market for Treasury Bills Efficient?

Anthony Vignola, Charles Dale
DOI: 10.3905/jpm.1979.78
The Journal of Portfolio Management

Data up to Jan 2025

Published1979
Citations21
References0
Fields
EconomicsBusinessEngineeringHistoryFinancial economicsMonetary economicsArchaeology

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Is the Futures Market for Treasury Bills Efficient? (1979) – The Journal of Portfolio Management | Metascience Observatory Explorer