T ber 1980 to provide Canadian market players with the ability to hedge their positions against interest rate fluctuations. Instruments for both ends of the term structure were introduced: a 9 1 -Day Government of Canada Treasury Bill Futures contract for the short end and, for the long end, a Long
An empirical test of a duration-based hedge: The case of corporate bonds
β Scribed by William J. Landes; John D. Stoffels; James A. Seifert
- Publisher
- John Wiley and Sons
- Year
- 1985
- Tongue
- English
- Weight
- 578 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0270-7314
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