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Short-term interest rate futures

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  • Anatoli Kuprianov

Abstract

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Suggested Citation

  • Anatoli Kuprianov, 1986. "Short-term interest rate futures," Economic Review, Federal Reserve Bank of Richmond, vol. 72(Sep), pages 12-26.
  • Handle: RePEc:fip:fedrer:y:1986:i:sep:p:12-26:n:v.72no.5
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    References listed on IDEAS

    as
    1. Elijah Brewer, 1985. "Bank gap management and the use of financial futures," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 9(Mar), pages 12-22.
    2. Gary D. Koppenhaver, 1984. "Trimming the hedges: Regulators, banks, and financial futures," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 8(Nov), pages 3-12.
    3. George G. Kaufman, 1984. "Measuring and managing interest rate risk: A primer," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 8(Jan), pages 16-29.
    4. Telser, Lester G, 1981. "Why There Are Organized Futures Markets," Journal of Law and Economics, University of Chicago Press, vol. 24(1), pages 1-22, April.
    5. Silber, William L, 1984. "Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets," Journal of Finance, American Finance Association, vol. 39(4), pages 937-953, September.
    6. Sydney J. Key, 1982. "International banking facilities," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Oct, pages 565-578.
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    Keywords

    Interest rate futures;

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