Hedging bank market risk with futures and forwards
Author:
Funder
School of Business, Truman State University
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference51 articles.
1. Managerial incentives and the use of foreign exchange derivatives by banks;Adkins;Journal of Financial Research,2007
2. Effects of SFAS 133 on the risk relevance of accounting measures of banks’ derivative exposures;Ahmed;Accounting Review,2011
3. An economic capital model integrating credit and interest rate risk;Alessandri;Journal of Banking and Finance,2010
4. Exchange rate exposure, hedging, and the use of foreign currency derivatives;Allayannis;Journal of International Money and Finance,2001
5. Incorporating systemic influences into risk measurements: A survey of the literature;Allen;Journal of Financial Services Research,2004
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