Hedging European government bond portfolios during the recent sovereign debt crisis
Wolfgang Bessler; Dominik Wolff
| Year of publication: |
2014
|
|---|---|
| Authors: | Bessler, Wolfgang ; Wolff, Dominik |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 379-399
|
| Subject: | Sovereign debt crisis | Fixed income securities | Bond portfolio management | Interest rate futures | Hedge ratio | Hedging effectiveness | Hedging | Portfolio-Management | Portfolio selection | Öffentliche Anleihe | Public bond | Anleihe | Bond | Zinsderivat | Interest rate derivative | Öffentliche Schulden | Public debt | EU-Staaten | EU countries | Schuldenkrise | Debt crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011299815