Event Studies of Efficiency in the Australian Interest Rate Futures Market
β Scribed by TING-YEAN TAN
- Book ID
- 115286860
- Publisher
- John Wiley and Sons
- Year
- 1992
- Tongue
- English
- Weight
- 367 KB
- Volume
- 68
- Category
- Article
- ISSN
- 0013-0249
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We thank Robert Webb (the Editor) and an anonymous referee for their extremely helpful comments and suggestions. We are also grateful to David Simon for his detailed discussion of an earlier version presented at the 2008 European Financial Management Annual Conference. The usual disclaimer applies.
e development of futures markets in financial instruments has provided fi-T. nancial intermediaries, among others, with a vehicle for hedging against unanticipated changes in interest rates.' Protection against these fluctuations can benefit lending institutions which have exposed themselves to inte