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Futures rates and forward rates as predictors of near‐term treasury bill rates

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  • S. Scott MacDonald
  • Scott E. Hein

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  • S. Scott MacDonald & Scott E. Hein, 1989. "Futures rates and forward rates as predictors of near‐term treasury bill rates," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(3), pages 249-262, June.
    • Handle: RePEc:wly:jfutmk:v:9:y:1989:i:3:p:249-262
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    Cited by:

    1. Cheng-few Lee & Keshab Shrestha & Robert Welch, 2007. "Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 163-185, February.
    2. Richard Deaves, 1996. "Forecasting Canadian Short-Term Interest Rates," Canadian Journal of Economics, Canadian Economics Association, vol. 29(3), pages 615-634, August.
    3. Yin-Wong Cheung & Hung-Gay Fung, 1997. "Information Flows Between Eurodollar Spot and Futures Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 1(4), pages 255-271, December.

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