REDUCING INTER-TEMPORAL RISK IN FINANCIAL FUTURES HEDGING

被引：2

作者：

PITTS, M

KOPPRASCH, RW

机构：

来源：

关键词：

D O I：

10.1002/fut.3990040102

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1 / 13

页数：13

共 8 条

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BACON, PW ;

WILLIAMS, RE .

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EDERINGTON, LH .

[3] THE HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS - COMMENT [J].

FRANCKLE, CT .

[4]

HILL J, 1982, INTEREST RATE FUTURE

[5]

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

[6] IMPROVING HEDGING PERFORMANCE USING INTEREST-RATE FUTURES [J].

KOLB, RW ;

CHIANG, R .

[7] HEDGING POSSIBILITIES IN THE FLOTATION OF DEBT SECURITIES [J].

MCENALLY, RW ;

RICE, ML .

[8]

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