HEDGING SHORT-TERM INTEREST RISK UNDER TIME-VARYING DISTRIBUTIONS

Authors
GAGNON L LYPNY G
Citation
L. Gagnon et G. Lypny, HEDGING SHORT-TERM INTEREST RISK UNDER TIME-VARYING DISTRIBUTIONS, The journal of futures markets, 15(7), 1995, pp. 767-783
Citations number
36
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
15
Issue
7
Year of publication
1995
Pages
767 - 783
Database
ISI
SICI code
0270-7314(1995)15:7<767:HSIRUT>2.0.ZU;2-C