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Managing interest rate risk wi...
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The journal of futures markets
437
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162
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Energy economics
124
Finance research letters
117
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Journal of international financial markets, institutions & money
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European journal of operational research : EJOR
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Journal of financial and quantitative analysis : JFQA
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Quantitative finance
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NBER Working Paper
48
Applied financial economics
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Advances in futures and options research : a research annual
46
Managerial Finance
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Research in international business and finance
46
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Risks : open access journal
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Review of derivatives research
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ECONIS (ZBW)
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RePEc
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EconStor
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BASE
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Showing
51
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51
On the selective
hedging
of bank assets with treasury bill futures contracts
Koppenhaver, G. D.
-
1982
Persistent link: https://www.econbiz.de/10002241678
Saved in:
52
Hedging
effectiveness and efficiency of treasury bill and bond futures markets : further evidence
Lasser, Dennis J.
-
1984
Persistent link: https://www.econbiz.de/10002376788
Saved in:
53
Pricing and
hedging
interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
54
Hedging
or market timing? : Selecting the interest rate exposure of corporate debt
Faulkender, Michael
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 931-962
Persistent link: https://www.econbiz.de/10002730702
Saved in:
55
Zielkonflikte beim Management von Zinsrisiken : aufgezeigt am Beispiel der Volkswagen Bank GmbH
Mayer-Fiedrich, Matija Denise
;
Schuberth, Andreas
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
52
(
2004
)
11
,
pp. 859-865
Persistent link: https://www.econbiz.de/10002437655
Saved in:
56
The interest rate swap : theory and evidence
Saunders, Kent T.
- In:
The journal of corporate finance : contracting, …
5
(
1999
)
1
,
pp. 55-78
Persistent link: https://www.econbiz.de/10001427617
Saved in:
57
Interest rate
hedging
for the mortgage banker : the effect of interest rate futures and loan commitments on portfolio return distributions
Bookstaber, Richard M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 157-185)
.
1985
Persistent link: https://www.econbiz.de/10001305675
Saved in:
58
An analysis of the impact of marking-to-market in
hedging
with Treasury bond futures
Hill, Joanne M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 133-156)
.
1985
Persistent link: https://www.econbiz.de/10001305677
Saved in:
59
Five steps to interest rate futures
hedging
DeRonne, William A.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 47-49)
.
1985
Persistent link: https://www.econbiz.de/10001305700
Saved in:
60
Dynamic
hedging
of commercial paper with T-bill futures
Koutmos, Gregory
;
Pericli, Andreas
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
Saved in:
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