Hedging performance of GNMA futures under rising and falling interest rates
Joanne Hill ; Joseph Liro ; Thomas Schneeweis
| Year of publication: |
1983
|
|---|---|
| Authors: | Hill, Joanne M. |
| Other Persons: | Liro, Joseph (contributor) ; Schneeweis, Thomas (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 3.1983, 4, p. 403-413
|
| Subject: | Zinsderivat | Interest rate derivative | USA | United States | 1977-1980 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | GNMA = Government National Mortgage Association |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001085129