The impact of interest rate level and volatility on the performance of interest rate hedges
Year of publication: |
1982
|
---|---|
Authors: | Hegde, Shantaram P. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 2.1982, 4, p. 341-356
|
Subject: | Zins | Interest rate | Zinsderivat | Interest rate derivative | Hedging | Staatspapier | Government securities | USA | United States | 1976-1980 |
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