Hedging money market CDs with treasury-bill futures
- 1 December 1981
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 1 (4) , 597-606
- https://doi.org/10.1002/fut.3990010403
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Optimal versus naive buy-hedging with t-bill futuresJournal of Futures Markets, 1981
- The Hedging Performance of the New Futures MarketsThe Journal of Finance, 1979