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Capozza et al., 1979 - Google Patents

Treasury bill pricing in the spot and futures markets

Capozza et al., 1979

Document ID
10272853159624290992
Author
Capozza D
Cornell B
Publication year
Publication venue
The Review of Economics and Statistics

External Links

Snippet

STUDIES of the term structure of interest rates have a long tradition in the literature of finance and economics. Two prominent examples are Roll (1970) and Nelson (1971). 1 More recently, a parallel literature has evolved on the pricing of commodity contracts …
Continue reading at www.jstor.org (other versions)

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