Hedging business cycle risk with macroeconomic swaps : some preliminary evidence
Vipul K. Bansal ; John F. Marshall ; Robert P. Yuyuenyongwatana
| Year of publication: |
1994
|
|---|---|
| Authors: | Bansal, Vipul K. |
| Other Persons: | Marshall, John F. (contributor) ; Yuyuenyongwatana, Robert Privat (contributor) |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 1.1994, 3, p. 50-58
|
| Subject: | Hedging | Konjunktur | Business cycle | Risiko | Risk | Swap | Optionsgeschäft | Option trading | Index | Index number | USA | United States | 1981-1990 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001219482