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Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español

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  • Roberto Blanco

    (CNMV)

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  • Roberto Blanco, 1992. "Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español," Investigaciones Economicas, Fundación SEPI, vol. 16(3), pages 463-487, September.
  • Handle: RePEc:iec:inveco:v:16:y:1992:i:3:p:463-487
    as

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    References listed on IDEAS

    as
    1. A. F. Herbst & D. D. Kare & S. C. Caples, 1989. "Hedging effectiveness and minimum risk hedge ratios in the presence of autocorrelation: Foreign currency futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(3), pages 185-197, June.
    2. Howard, Charles T. & D'Antonio, Louis J., 1984. "A Risk-Return Measure of Hedging Effectiveness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(01), pages 101-112, March.
    3. Myers, Robert J. & Thompson, Stanley R., 1988. "Generalized Optimal Hedge Ratio Estimation," Staff Papers 200967, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    4. 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.
    5. Chang, Jack S. K. & Shanker, Latha, 1987. "A Risk-Return Measure of Hedging Effectiveness: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(03), pages 373-376, September.
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