The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration

✍ Scribed by Martin Young; Warren Hogan; Jonathan Batten

• Book ID: 116577187
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 115 KB
• Volume: 13
• Category: Article
• ISSN: 1057-5219
• DOI: 10.1016/j.irfa.2004.01.006