An Intraday Test of Pricing and Arbitrage Opportunities in the New Zealand Bank Bill Futures Market

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@article{626b2abe489b422f91e6423addc6aecd,

title = "An Intraday Test of Pricing and Arbitrage Opportunities in the New Zealand Bank Bill Futures Market",

author = "Russell Poskitt",

year = "2002",

language = "English",

volume = "22",

pages = "519--555",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss",

}