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Paper provided by Wharton School Center for Financial Institutions, University of Pennsylvania in its series Center for Financial Institutions Working Papers with number 96-42.

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Date of creation: Sep 1996
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Handle: RePEc:wop:pennin:96-42

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1. Larry D. Wall & Milind M. Shrikhande, 2000. "Managing the risk of loans with basis risk: sell, hedge, or do nothing?," Working Paper 2000-25, Federal Reserve Bank of Atlanta. [Downloadable!]
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   • Larry D. Wall & Milind M. Shrikhande, 2001. "Managing The Risk Of Loans With Basis Risk Sell, Hedge Or Do Nothing," Departmental Working Papers 143, Tor Vergata University, CEIS. [Downloadable!]

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