The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration
| Year of publication: |
2004
|
|---|---|
| Authors: | Young, Martin ; Hogan, Warren ; Batten, Jonathan |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 13.2004, 1, p. 13-25
|
| Publisher: |
Elsevier |