FIXED RATE LOAN COMMITMENTS, TAKE-DOWN RISK, AND THE DYNAMICS OF HEDGING WITH FUTURES

被引：32

作者：

HO, TSY

SAUNDERS, A

机构：

来源：

关键词：

D O I：

10.2307/2330944

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：499 / 516

页数：18

共 31 条

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[4] BOOKSTABER R, 1981, INTEREST RATE HEDGIN
[5] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES
COX, JC
INGERSOLL, JE
ROSS, SA
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 321 - 346
[6] DESMUKH S, 1982, J FINANCE, V37, P925
[7] DEW K, 1981, J COMMERCIAL BANK LE, V63, P27
[8] GARABEDIAN P, 1974, PARTIAL DIFFERENTIAL
[9] HANAWECK G, 1980, BANK LOAN COMMITMENT
[10] AN ANALYSIS OF REVOLVING CREDIT AGREEMENTS
HAWKINS, GD
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (01) : 59 - 81