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There are 21888 results for: content related to: The Day the United States Defaulted on Treasury Bills

  1. Sufficiency Conditions For Inclusion of One Asset Over Another in Investment Portfolios

    Financial Review

    Volume 33, Issue 3, August 1998, Pages: 169–182, William J. Trainor Jr.

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01389.x

  2. Price Discovery in the Treasury-Bill When-Issued Market

    Financial Review

    Volume 48, Issue 1, February 2013, Pages: 1–24, Jeffrey M. Mercer, Mark E. Moore, Ryan J. Whitby and Drew B. Winters

    Article first published online : 21 JAN 2013, DOI: 10.1111/j.1540-6288.2012.00354.x

  3. THE DAY THE U.S. DEFAULTED ON T-BILLS: AN INVESTIGATION INTO THE IMPACT OF A DEFAULT ON T-BILL YIELDS

    Financial Review

    Volume 21, Issue 3, August 1986, Page: 96, Terry L. Zivney and Richard D. Marcus

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1986.tb00760.x

  4. INFLUENCE OF TREASURY BILL FUTURES TRADING ON THE PRIMARY SALE OF THE DELIVERABLE TREASURY BILL

    Financial Review

    Volume 22, Issue 4, November 1987, Pages: 391–402, Dennis J. Lasser

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1987.tb01262.x

  5. SELECTIVE HEDGING OF BANK ASSETS WITH TREASURY BILL FUTURES CONTRACTS

    Journal of Financial Research

    Volume 7, Issue 2, Summer 1984, Pages: 105–119, G. D. Koppenhaver

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1984.tb00360.x

  6. Government Securities Markets in the West African Economic and Monetary Union: A Review

    African Development Review

    Volume 22, Issue 2, June 2010, Pages: 292–302, Amadou N.R. Sy

    Article first published online : 31 MAY 2010, DOI: 10.1111/j.1467-8268.2010.00238.x

  7. When Is a Treasury Security On-the-Run?

    Financial Review

    Volume 49, Issue 1, February 2014, Pages: 77–88, Mark E. Moore and Drew B. Winters

    Article first published online : 17 JAN 2014, DOI: 10.1111/fire.12026

  8. Testing the Unbiased Expectations Theory of Interest Rates

    Financial Review

    Volume 13, Issue 2, May 1978, Pages: 51–66, Ben Branch

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1978.tb01069.x

  9. Cross-Hedging: Basis Risk and Choice of the Optimal Hedging Vehicle

    Financial Review

    Volume 26, Issue 2, May 1991, Pages: 179–210, Mark G. Castelino, Jack C. Francis and Avner Wolf

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1991.tb00376.x

  10. The U.S. Treasury Bill Futures Market and Hypotheses Regarding the Term Structure of Interest Rates

    Financial Review

    Volume 13, Issue 2, May 1978, Pages: 36–50, Brian G. Chow and David J. Brophy

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1978.tb01068.x

  11. Reward-to-Risk Ratios in the Treasury-Bill Market

    Financial Review

    Volume 36, Issue 3, August 2001, Pages: 39–62, Eugene A. Pilotte and Frederic P. Sterbenz

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00019.x

  12. AN ANALYSIS OF ARTIFICIAL T-BILLS CREATED FROM COMBINATIONS OF CASH AND FUTURES MARKETS POSITIONS

    Financial Review

    Volume 21, Issue 3, August 1986, Page: 58, Robert L. Losey and S. P. Mesthos

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1986.tb00722.x

  13. TREASURY BILL FUTURES AS A HEDGING TOOL: A RISK-RETURN APPROACH

    Journal of Financial Research

    Volume 9, Issue 1, Spring 1986, Pages: 25–39, Charles T. Howard and Louis J. D'Antonio

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1986.tb00433.x

  14. Joint Cross-Section/Time-Series Maximum Likelihood Estimation for the Parameters of the Cox-Ingersoll-Ross Bond Pricing Model

    Financial Review

    Volume 28, Issue 2, May 1993, Pages: 203–237, Phillip R. Daves and Michael C. Ehrhardt

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1993.tb01345.x

  15. Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 531–564, Xiaoquan Jiang and Bong Soo Lee

    Article first published online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00339.x

  16. “Golden turtle tracks”: In search of unexploited profits in gold spreads

    Journal of Futures Markets

    Volume 7, Issue 4, August 1987, Pages: 397–412, Geoffrey Poitras

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990070405

  17. Futures Contracts on Debt Securities: Fundamentals

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 515–547, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch16

  18. Treasury-bill futures market: A formulation and interpretation

    Journal of Futures Markets

    Volume 2, Issue 1, Spring 1982, Pages: 25–49, Brian G. Chow and David J. Brophy

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990020106

  19. TESTING THE UNBIASED EXPECTATIONS THEORY OF INTEREST RATES

    Financial Review

    Volume 13, Issue 3, August 1978, Pages: 5–8, Ben Branch

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1978.tb00984.x

  20. Using futures to improve treasury bill portfolio performance

    Journal of Futures Markets

    Volume 8, Issue 2, April 1988, Pages: 167–184, S. Scott MacDonal, Richard L. Peterson and Timothy W. Koch

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990080205