Hedging interest rate risk in banking
- 1 February 1987
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 7 (1) , 35-47
- https://doi.org/10.1002/fut.3990070105
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
- Macro versus micro futures hedges at commercial banksJournal of Futures Markets, 1984
- Bank profitability and interest rate riskJournal of Economics and Business, 1984
- Commercial banks and interest rate futures: A hedging surveyJournal of Futures Markets, 1983
- Interest Rates and Bank Profitability: Additional Evidence: NoteJournal of Money, Credit and Banking, 1983
- Hedger Diversity in Futures MarketsThe Economic Journal, 1983
- Interest rate risk, prepayment risk, and the futures market hedging strategies of financial intermediariesJournal of Futures Markets, 1983
- Bank Forward Lending in Alternative Funding EnvironmentsThe Journal of Finance, 1982
- Restructuring the maturity of regulated deposits with treasury-bill futuresJournal of Futures Markets, 1982
- Cross HedgingJournal of Political Economy, 1981