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Forecasting interest rates from financial futures markets

✍ Scribed by Holden, K.; Thompson, J. L.


Book ID
121423735
Publisher
Taylor and Francis Group
Year
1996
Tongue
English
Weight
221 KB
Volume
6
Category
Article
ISSN
0960-3107

No coin nor oath required. For personal study only.


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Effectiveness of hedging interest rate r
✍ Michel Fortin; Nabil T. Khoury πŸ“‚ Article πŸ“… 1988 πŸ› John Wiley and Sons 🌐 English βš– 740 KB

ost empirical work and empirically oriented illustrations dealing with M the hedging effectiveness of futures contracts utilize either one of two approaches, namely: Risk minimization or payoff maximization. In the first approach, hedging is perceived as a combination of a futures position with an e