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Managing interest rate risk with interest rate futures

Morris, Charles S. - In: Economic Review (1989) Mar, pp. 3-20

Persistent link: https://www.econbiz.de/10005373523

An analysis of bank hedging in futures markets

Koppenhaver, G. D. - Federal Reserve Bank of Chicago - 1988

Persistent link: https://www.econbiz.de/10010724428

The impact of corporate risk management on monetary policy transmission : some empirical evidence

Fender, Ingo - 2000

Persistent link: https://www.econbiz.de/10013431865

Financial futures for banks

Bennett, Barbara - In: FRBSF Economic Letter (1983)

Persistent link: https://www.econbiz.de/10005707368

An introduction to portfolio insurance

Abken, Peter A. - In: Economic Review (1987) Nov, pp. 2-25

Persistent link: https://www.econbiz.de/10005711989

Interest rate options dealers' hedging in the US dollar fixed income market

Kambhu, John - Federal Reserve Bank of New York - 1997

The potential for the dynamic hedging of written options to lead to positive feedback in asset price dynamics has received repeated attention in the literature on financial derivatives. Using data on OTC interest rate options from a recent survey of global derivatives markets, this paper...

Persistent link: https://www.econbiz.de/10005717265