Dynamic hedging of commercial paper with T-bill futures
Gregory Koutmos; Andreas Pericli
| Year of publication: |
1998
|
|---|---|
| Authors: | Koutmos, Gregory ; Pericli, Andreas |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 8, p. 925-938
|
| Subject: | Commercial Paper | Commercial paper | Staatspapier | Government securities | Hedging | Zinsderivat | Interest rate derivative | USA | United States | 1985-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001352416