IDEAS home Printed from https://ideas.repec.org/a/fip/fedrer/y1986isepp12-26nv.72no.5.html
   My bibliography  Save this article

Short-term interest rate futures

Author

Listed:
  • Anatoli Kuprianov

Abstract

An abstract for this article is not available

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
    as

    Download full text from publisher

    File URL: https://fraser.stlouisfed.org/title/economic-quarterly-federal-reserve-bank-richmond-960/september-october-1986-477338?page=10
    File Function: Full Text
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Anatoli Kuprianov, 1998. "Money market futures," Monograph, Federal Reserve Bank of Richmond, number 1998mm.
    2. Dai, Ya & Guo, Liang & Zhang, Hongxian & Liu, Yu, 2020. "On-balance-sheet duration hedging and firm value," International Review of Financial Analysis, Elsevier, vol. 71(C).
    3. Anatoli Kuprianov, 1992. "Money market futures," Economic Review, Federal Reserve Bank of Richmond, vol. 78(Nov), pages 19-37.
    4. Sotiris K. Staikouras, 2006. "Financial Intermediaries and Interest Rate Risk: II," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 15(5), pages 225-272, December.
    5. Guillermo Llorente & Jiang Wang, 2020. "Trading and information in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1231-1263, August.
    6. Oscar Jorda & Holly Liu & Jeffrey Williams, 2003. "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers 41, University of California, Davis, Department of Economics.
    7. Orly Sade & Roy Stein & Zvi Wiener, 2018. "Israeli Treasury Auction Reform," Israel Economic Review, Bank of Israel, vol. 16(1), pages 41-61.
    8. Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004. "How do UK-based foreign exchange dealers think their market operates?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 289-306.
    9. Emm, Ekaterina E. & Gay, Gerald D. & Ma, Han & Ren, Honglin, 2021. "The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices," Journal of Commodity Markets, Elsevier, vol. 24(C).
    10. Radetzki, Marian, 2013. "The relentless progress of commodity exchanges in the establishment of primary commodity prices," Resources Policy, Elsevier, vol. 38(3), pages 266-277.
    11. Sykuta, Michael E., 1996. "Futures trading and supply contracting in the oil refining industry," Journal of Corporate Finance, Elsevier, vol. 2(4), pages 317-334, July.
    12. Raymond M. Leuthold, 1994. "Evaluating Futures Exchanges in Liberalising Economies," Development Policy Review, Overseas Development Institute, vol. 12(2), pages 149-164, June.
    13. Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2019. "Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Leibniz Institute for Financial Research SAFE, revised 2019.
    14. Norman Zakiyy & Kamal Halili Hassan, 2016. "The Management Process at the Pretrial Stage under Malaysian Rules of Court 2012," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 2, ejes_v2_i.
    15. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders," Research Paper 9814, Federal Reserve Bank of New York.
    16. Michael T. Belongia & G. J. Santoni, 1984. "Hedging interest rate risk with financial futures: some basic principles," Review, Federal Reserve Bank of St. Louis, vol. 66(Oct), pages 15-25.
    17. Arruñada Benito, 2014. "Registries," Man and the Economy, De Gruyter, vol. 1(2), pages 209-230, December.
    18. Pennings, Joost M.E. & Egelkraut, Thorsten M., 2005. "Why Do Commodity Futures Markets Exist? Their Role in Managing Marketing Channel Relationships," 2005 Annual meeting, July 24-27, Providence, RI 19433, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    19. Pirrong, Craig, 2000. "A Theory of Financial Exchange Organization," Journal of Law and Economics, University of Chicago Press, vol. 43(2), pages 437-471, October.
    20. Galen Sher & Giuseppe Loiacono, 2013. "Maturity Transformation and Interest Rate Risk in Large European Bank Loan Portfolios," EcoMod2013 5442, EcoMod.

    More about this item

    Keywords

    Interest rate futures;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedrer:y:1986:i:sep:p:12-26:n:v.72no.5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christian Pascasio (email available below). General contact details of provider: https://edirc.repec.org/data/frbrius.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.