BANK FUNDING RISKS, RISK-AVERSION, AND THE CHOICE OF FUTURES HEDGING INSTRUMENT

被引：21

作者：

KOPPENHAVER, GD

机构：

来源：

关键词：

D O I：

10.2307/2328058

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：241 / 255

页数：15

共 18 条

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DALE, C ;

VIGNOLA, AJ .

[3]

Drabenstott M., 1982, Economic Review, Federal Reserve Bank of Kansas City, V67, P19

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

EDERINGTON, LH .

EDWARDS, FR .

[6]

FRANCKLE C, 1981, J FUTURES MARKETS, V2, P107

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

FRANCKLE, CT .

[8]

GAY GD, 1983, J FINANC RES, V3, P187

HO, TSY ;

SAUNDERS, A .

[10]

HOUTHAKKER HS, 1982, J BANK FINANC, V6, P37, DOI 10.1016/0378-4266(82)90019-X