The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration
Year of publication: |
2004
|
---|---|
Authors: | Young, Martin R. ; Hogan, Warren Pat ; Batten, Jonathan A. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 13.2004, 1, p. 13-25
|
Subject: | Zinsderivat | Interest rate derivative | Hedging | Anleihe | Bond | Kreditwürdigkeit | Credit rating | Japan |
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