HEDGING INTEREST-RATE RISK IN BANKING

被引：5

作者：

GOLDFARB, DR

机构：

来源：

关键词：

D O I：

10.1002/fut.3990070105

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：35 / 47

页数：13

共 23 条

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ANDERSON, RW ;

DANTHINE, JP .

[3] FINANCIAL FUTURES, BANK PORTFOLIO RISK, AND ACCOUNTING [J].

ASAY, MR ;

GONZALEZ, GA ;

WOLKOWITZ, B .

[4]

BATLIN AC, 1983, J FUTURES MARKETS, V3, P177

[5]

BEAVER WH, 1981, 11 COL CTR STUD FUT

[6]

BOOTH JR, 1984, J BANK RES SPR, P15

[7]

DESHMUKH S, 1982, J FINANCE, V37

[8]

EDWARDS FR, 1981, J FUTURES MARKETS, V1

[9]

FLANNERY MJ, 1981, J FINANCE, V36

[10]

FLANNERY MJ, 1983, J MONEY CREDIT BANKI, V15