Interest rate risk, prepayment risk, and the futures market hedging strategies of financial intermediaries
- 1 June 1983
- journal article
- Published by Wiley in Journal of Futures Markets
- Vol. 3 (2) , 177-184
- https://doi.org/10.1002/fut.3990030206
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Production under Price Uncertainty with Imperfect Time Hedging Opportunities in Futures MarketsSouthern Economic Journal, 1983
- The relation between forward prices and futures pricesJournal of Financial Economics, 1981
- The Efficiency of the Treasury Bill Futures MarketThe Journal of Finance, 1979