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TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread

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  • Poitras, Geoffrey

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  • Poitras, Geoffrey, 1998. "TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 255-276.
    • Handle: RePEc:eee:reveco:v:7:y:1998:i:3:p:255-276
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    References listed on IDEAS

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    1. Lee, Chun I. & Mathur, Ike, 1996. "Trading rule profits in european currency spot cross-rates," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 949-962, June.
    2. Lukac, Louis P & Brorsen, B Wade, 1990. "A Comprehensive Test of Futures Market Disequilibrium," The Financial Review, Eastern Finance Association, vol. 25(4), pages 593-622, November.
    3. Geoffrey Poitras, 1991. "The When-Issued Market for Government of Canada Treasury Bills," Canadian Journal of Economics, Canadian Economics Association, vol. 24(3), pages 604-623, August.
    4. Geoffrey Poitras, 1987. "“Golden turtle tracks”: In search of unexploited profits in gold spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(4), pages 397-412, August.
    5. Levich, Richard M. & Thomas, Lee III, 1993. "The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach," Journal of International Money and Finance, Elsevier, vol. 12(5), pages 451-474, October.
    6. Sundaresan, Suresh, 1991. "Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(3), pages 409-424, September.
    7. Dominic Rechner & Geoffrey Poitras, 1993. "Putting on the crush: Day trading the soybean complex spread," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(1), pages 61-75, February.
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    Cited by:

    1. John B. Mitchell, 2010. "Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency," JRFM, MDPI, vol. 3(1), pages 1-34, December.

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