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Arbitrage risk and market efficiency: The case of treasury ..:
Lin, James Wuh
Review of Quantitative Finance and Accounting. 7 (1996) 2 - p. 187-203 , 1996
Link:
https://doi.org/10.1007/bf00243978
RT Journal T1 <Title>Arbitrage risk and market efficiency: The case of treasury bill futures</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_bf00243978&Exemplar=1&LAN=DE A1 Lin, James Wuh PB Springer Science and Business Media LLC YR 1996 SN 0924-865X SN 1573-7179 JF Review of Quantitative Finance and Accounting VO 7 IS 2 SP 187 OP 203 LK http://dx.doi.org/https://doi.org/10.1007/bf00243978 DO https://doi.org/10.1007/bf00243978 SF ELIB - SuUB Bremen
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