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1
Understanding and managing interest rate risk at banks
Acharya, Viral V.
- In:
Macroeconomics and finance in emerging market economies
11
(
2018
)
1/3
,
pp. 218-231
Persistent link: https://www.econbiz.de/10011974365
Saved in:
2
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:
3
Cross-
hedging
, hedge effectiveness, and the trade-off between risk and return
Pitts, Mark
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 29-47
Persistent link: https://www.econbiz.de/10001339385
Saved in:
4
Hedging
money market CDs with Treasury-bill futures
Parker, Jack W.
- In:
The journal of futures markets
1
(
1981
)
4
,
pp. 597-606
Persistent link: https://www.econbiz.de/10001081054
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5
Usefulness of treasury bill futures as
hedging
instruments
Cicchetti, Paul
- In:
The journal of futures markets
1
(
1981
)
3
,
pp. 379-387
Persistent link: https://www.econbiz.de/10001081058
Saved in:
6
Conversion factor risk and
hedging
in the treasury-bond futures market
Kane, Alex
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10001083014
Saved in:
7
Hedging
mortgage-backed securities with treasury bond futures
Batlin, Carl A.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 675-693
Persistent link: https://www.econbiz.de/10003483036
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8
General equilibrium and reduced-form pricing,
hedging
and econometric analysis of fixed-income markets
Ulrich, Maxim
-
2008
Persistent link: https://www.econbiz.de/10003751650
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9
Does the wild card option really have value?
LaBarge, Karin P.
-
1989
Persistent link: https://www.econbiz.de/10000898160
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10
How to estimate the yield curve and the forward rate curve by means of bond prices
Delbaen, Freddy
;
Lorimier, Sabine
-
1992
Persistent link: https://www.econbiz.de/10000840744
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