Hedging short-term interest risk under time-varying distributions
Louis Gagnon ; Greg Lypny
| Year of publication: |
1995
|
|---|---|
| Authors: | Gagnon, Louis |
| Other Persons: | Lypny, Gregory J. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 7, p. 767-783
|
| Subject: | GARCH | Hedging | Zinsrisiko | Interest rate risk | Theorie | Theory | Anleihe | Bond | Volatilität | Volatility | Schock | Shock | Kanada | Canada | 1990-1994 |
| 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/10001190088