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On the informational role of treasury bill futures
Hegde, Shantaram P.; McDonald, Bill - In: Journal of Futures Markets 6 (1986) 4, pp. 629-643
Persistent link: https://www.econbiz.de/10011196903
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The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P. - In: Journal of Futures Markets 2 (1982) 4, pp. 341-356
Persistent link: https://www.econbiz.de/10011197036
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On the value of the implicit delivery options
Hegde, Shantaram P. - In: Journal of Futures Markets 9 (1989) 5, pp. 421-437
Persistent link: https://www.econbiz.de/10011197328
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An empirical analysis of arbitrage opportunities in the treasury bill futures market
Hegde, Shantaram P.; Branch, Ben - In: Journal of Futures Markets 5 (1985) 3, pp. 407-424
Persistent link: https://www.econbiz.de/10011197511
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Hedging multiple price and quantity exposures
Giaccotto, Carmelo; Hegde, Shantaram P.; McDermott, John B. - In: Journal of Futures Markets 21 (2001) 2, pp. 145-172
We examined the general hedging problem faced by a global portfolio manager or a pure exporting multinational firm. Most hedging models assume that these economic agents hold only a single asset in the spot market and are exposed only to a single source of price–quantity uncertainty. Such...
Persistent link: https://www.econbiz.de/10011198053
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Interest rate volatility, trading volume, and the hedging performance of T‐bond and GNMA futures—A note
Hegde, Shantaram P.; Kenneth P. Nunn Jr. - In: Journal of Futures Markets 5 (1985) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10011198284