INTEREST-RATE RISK, PREPAYMENT RISK, AND THE FUTURES MARKET HEDGING STRATEGIES OF FINANCIAL-INTERMEDIARIES

被引:9
作者
BATLIN, CA [1 ]
机构
[1] CHEM BANK,NEW YORK,NY
关键词
D O I
10.1002/fut.3990030206
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:177 / 184
页数:8
相关论文
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COX JC, 1981, J FINANCIAL EC DEC
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DEW JK, 1981, J COMMERCIAL BAN JUN
[6]  
JAFFEE DM, 1981, 7TH FED HOM LOAN BAN
[7]  
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