Usefulness of treasury bill futures as hedging instruments

Author:

Cicchetti Paul,Dale Charles,Vignola Anthony J.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference9 articles.

1. , and (1977): “The Treasury Bill Futures Market and Market Expectations of Interest Rates,” Federal Reserve Bank of St. Louis Review, June: 2–7.

2. The Hedging Performance of the New Futures Markets

3. The Theory of Hedging and Speculation in Commodity Futures

4. (1978): “Using T-Bill Futures to Gauge Interest Rate Expectations,” Federal Reserve Bank of San Francisco, Spring: 7–19.

5. The Efficiency of the Treasury Bill Futures Market

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3. Literaturverzeichnis;Die Hedgingeffektivität von Aktienindexfutures;1995

4. Minimum variance hedge ratios for stock index futures: Duration and expiration effects;Journal of Futures Markets;1992-02

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