Interest Rate Hedging: An Empirical Test Of Alternative Strategies
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- Cornell, Bradford & Reinganum, Marc R, 1981. "Forward and Futures Prices: Evidence from the Foreign Exchange Markets," Journal of Finance, American Finance Association, vol. 36(5), pages 1035-1045, December.
- Leland L. Johnson, 1960. "The Theory of Hedging and Speculation in Commodity Futures," Review of Economic Studies, Oxford University Press, vol. 27(3), pages 139-151.
- Robert W. Kolb & Gerald D. Gay & James V. Jordan, 1982. "Are there arbitrage opportunities in the treasury‐bond futures market?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 2(3), pages 217-229, September.
- Cox, John C. & Ingersoll, Jonathan Jr. & Ross, Stephen A., 1981. "The relation between forward prices and futures prices," Journal of Financial Economics, Elsevier, vol. 9(4), pages 321-346, December.
- Robert W. Kolb & Raymond Chiang, 1982. "Duration, Immunization, And Hedging With Interest Rate Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 161-170, June.
- Ederington, Louis H, 1979. "The Hedging Performance of the New Futures Markets," Journal of Finance, American Finance Association, vol. 34(1), pages 157-170, March.
- Franckle, Charles T, 1980. " The Hedging Performance of the New Futures Markets: Comment," Journal of Finance, American Finance Association, vol. 35(5), pages 1273-1279, December.
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