INTEREST RATE HEDGING: AN EMPIRICAL TEST OF ALTERNATIVE STRATEGIES
Author:
Affiliation:
1. Georgia State University
2. Emory University
3. University of Florida
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1983.tb00327.x/fullpdf
Reference14 articles.
1. Chicago Board of Trade. 1980 “Understanding the Delivery Process in Financial Futures.” Chicago, Ill
2. Cornell , B. Reinganum , M. 1981 “Forward and Future Prices: Evidence from the Foreign Exchange Markets.” Journal of Finance 1035 1045
3. Cox , J. Ingersoll , J. Ross , S. 1981 “The Relation Between Forward Prices and Futures Prices.” Journal of Financial Economics 321 346
4. “The Hedging Performance of the New Futures Markets.”;Ederington;Journal of Finance,1979
5. “The Hedging Performance of the New Futures Markets: Comment.”;Franckle;Journal of Finance,1980
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