𝔖 Bobbio Scriptorium
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Foreign holdings of U.S. Treasuries and U.S. Treasury yields

✍ Scribed by Daniel O. Beltran; Maxwell Kretchmer; Jaime Marquez; Charles P. Thomas


Book ID
119298786
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
573 KB
Volume
32
Category
Article
ISSN
0261-5606

No coin nor oath required. For personal study only.


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ecent articles on the hedging effectiyeness of interest-rate futures have fo-R cused on the relationship betpbeen futures contracts and their underlying cash instruments. Ederington (1979) examines the use of Treasury bill and GNMA futures to hedge the price risk in holding Treasury bills and GNMA c