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Understanding and managing interest rate risk at banks
Acharya, Viral V., (2018)
Bank interest rate risk management
Vuillemey, Guillaume, (2019)
Bankrisiko, Zinsmargen und flexibles Futures-Hedging
Broll, Udo, (2000)
Bid-ask spreads in financial futures
Laux, Paul A., (1992)
Hedging floating-rate liabilities with Eurodollar futures and options
Senchack, Andrew J., (1991)
Cross hedging CDs with Treasury bill futures
Senchack, Andrew J., (1983)