An analysis of hedging certificates of deposit with interest rate futures : bank and contract specific evidence
Year of publication: |
1986
|
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Authors: | Smirlock, Michael L. |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 153-170
|
Subject: | Geldmarktpapier | Money market instruments | Hedging | Zinsderivat | Interest rate derivative | Bilanzstrukturmanagement | Asset-liability management | USA | United States | 1983-1984 |
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