USEFULNESS OF TREASURY BILL FUTURES AS HEDGING INSTRUMENTS

被引：14

作者：

CICCHETTI, P ^{[1
]}

DALE, C ^{[1
]}

VIGNOLA, AJ ^{[1
]}

机构：

[1] INT TRADE ADM,OFF PLANNING & RES,WASHINGTON,DC

来源：

关键词：

D O I：

10.1002/fut.3990010310

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：379 / 387

页数：9

共 9 条

[1]

BURGER A, 1977, FEDERAL RESERVE JUN, P2

[2] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J].

EDERINGTON, LH .

[3]

JOHNSON L, 1960, REV ECON STUD, V27, P139

[4]

POOLE W, 1978, FEDERAL RESERVE SPR, P7

[5] EFFICIENCY OF THE TREASURY BILL FUTURES MARKET [J].

RENDLEMAN, RJ ;

CARABINI, CE .

[6]

STEIN JL, 1961, AM EC REV, V51, P1011

[7]

Working H., 1949, AM ECON REV, V39, P1254

[8]

Working H, 1953, AM ECON REV, V43, P314

[9] THEORY OF THE INVERSE CARRYING CHARGE IN FUTURES MARKETS [J].

Working, Holbrook .

JOURNAL OF FARM ECONOMICS, 1948, 30 (01) :1-28