The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration
Martin Young; Warren Hogan; Jonathan Batten
| Year of publication: |
2004
|
|---|---|
| Authors: | Young, Martin R. ; Hogan, Warren Pat ; Batten, Jonathan A. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 13.2004, 1, p. 13-25
|
| Subject: | Zinsderivat | Interest rate derivative | Hedging | Anleihe | Bond | Kreditwürdigkeit | Credit rating | Japan |
| 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/10002066700