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Managing interest rate risk wi...
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Southern Agricultural Economics Association - SAEA
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135
Energy economics
127
Finance research letters
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98
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European journal of operational research : EJOR
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51
Journal of financial and quantitative analysis : JFQA
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Quantitative finance
50
NBER Working Paper
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Research in international business and finance
48
Applied financial economics
47
Advances in futures and options research : a research annual
46
Managerial Finance
46
Research paper series / Swiss Finance Institute
46
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44
Risks : open access journal
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
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91
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91
Hedging
versus speculating with interest rate futures
Briys, Eric
Persistent link: https://www.econbiz.de/10001273584
Saved in:
92
Hedging
noncoetaneous cash positions with eurodollar futures
Laycock, Mark S.
Persistent link: https://www.econbiz.de/10001273590
Saved in:
93
A generalised method of moments : comparison of discrete Heath-Jarrow-Morton interest rate models
Thurston, David C.
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001163544
Saved in:
94
Alternative instruments for
hedging
inflation risk in the banking industry
Koppenhaver, Gary D.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10001149670
Saved in:
95
Dealers'
hedging
of interest rate options in the US dollar fixed-income market
Kambhu, John
- In:
Economic policy review
4
(
1998
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10001247330
Saved in:
96
A shortcut to Itô's lemma for financial applications : the case of
hedging
with interest rate futures
Pieptea, Daniel R.
- In:
Finance : revue de l'Association Française de Finance
10
(
1989
)
2
,
pp. 51-58
Persistent link: https://www.econbiz.de/10001079129
Saved in:
97
The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10001080709
Saved in:
98
An immunized-hedge procedure for bond futures
Chance, Don M.
- In:
The journal of futures markets
2
(
1982
)
3
,
pp. 231-242
Persistent link: https://www.econbiz.de/10001080718
Saved in:
99
Restructuring the maturity of regulated deposits with treasury-bill futures
Jacobs, Rodney L.
- In:
The journal of futures markets
2
(
1982
)
2
,
pp. 183-193
Persistent link: https://www.econbiz.de/10001080918
Saved in:
100
Managing foreign interest rate risk
Kolb, Robert W.
- In:
The journal of futures markets
2
(
1982
)
2
,
pp. 151-158
Persistent link: https://www.econbiz.de/10001080929
Saved in:
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