An empirical analysis of thrift futures market activity

Author:

Murphy J. Austin

Publisher

Wiley

Subject

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

Reference21 articles.

1. (1987): “The Current Status of Hedging Tools for Mortgage-Backed Securities,” in Mortgage-Backed Securities, Ed., Chicago: Probus, pp. 357–365.

2. , and (1989): “Reforming Federal Deposit Insurance: What Can Be Learned From Private Insurance Practices?” Federal Home Loan Bank Board Research Paper #161.

3. Interest rate risk, prepayment risk, and the futures market hedging strategies of financial intermediaries

4. Hedging mortgage-backed securities with treasury bond futures

5. The optimal hedge ratio in unbiased futures markets

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