Hedging business cycle risk with macroeconomic swaps : some preliminary evidence
Year of publication: |
1994
|
---|---|
Authors: | Bansal, Vipul K. |
Other Persons: | Marshall, John F. (contributor) ; Yuyuenyongwatana, Robert Privat (contributor) |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 1.1994, 3, p. 50-58
|
Subject: | Hedging | Konjunktur | Business cycle | Risiko | Risk | Swap | Optionsgeschäft | Option trading | Index | Index number | USA | United States | 1981-1990 |
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