Hedging money market CDs with Treasury-bill futures
Year of publication: |
1981
|
---|---|
Authors: | Parker, Jack W. |
Other Persons: | Daigler, Robert T. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 1.1981, 4, p. 597-606
|
Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Einlagengeschäft | Deposit banking | Hedging | Theorie | Theory |
-
Restructuring the maturity of regulated deposits with treasury-bill futures
Jacobs, Rodney L., (1982)
-
Cross hedging CDs with Treasury bill futures
Senchack, Andrew J., (1983)
-
Understanding and managing interest rate risk at banks
Acharya, Viral V., (2018)
- More ...
-
Hedging money market CDs with treasury‐bill futures
Parker, Jack W., (1981)
-
A Filtering Process to Remove the Stochastic Component from Intraday Seasonal Volatility
Cho, Jang Hyung, (2014)
-
Daigler, Robert T., (1988)
- More ...