𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Performance of interest rate rules under credit market imperfections

✍ Scribed by Beatriz de Blas


Book ID
116423895
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
458 KB
Volume
26
Category
Article
ISSN
0264-9993

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Hedging performance of GNMA futures unde
✍ Joanne Hill; Joseph Liro; Thomas Schneeweis πŸ“‚ Article πŸ“… 1983 πŸ› John Wiley and Sons 🌐 English βš– 658 KB

his study is concerned with the effectiveness of GNMA futures as a hedge for T mortgage bankers and other issuers and-holders of mortgage-backed securities. Since the effectiveness of minimum-risk hedge ratios may differ under various financial market conditions, the optimum size of futures position