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A comparison of yields on future contracts and implied forward rates

Author

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  • Richard W. Lang
  • Robert H. Rasche

Abstract

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Suggested Citation

  • Richard W. Lang & Robert H. Rasche, 1978. "A comparison of yields on future contracts and implied forward rates," Review, Federal Reserve Bank of St. Louis, vol. 60(Dec), pages 21-30.
    • Handle: RePEc:fip:fedlrv:y:1978:i:dec:p:21-30:n:v.60no.12
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    Citations

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    Cited by:

    1. Adrian W. Throop, 1981. "Interest rate forecasts and market efficiency," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
    2. Robert W. Kolb & Gerald D. Gay, 1985. "A Pricing Anomaly In Treasury Bill Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 157-167, June.

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    Keywords

    Interest rates;

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