MANAGING NONPARALLEL SHIFT RISK OF YIELD CURVE WITH INTEREST-RATE FUTURES

Authors
LEE SB OH SH
Citation
Sb. Lee et Sh. Oh, MANAGING NONPARALLEL SHIFT RISK OF YIELD CURVE WITH INTEREST-RATE FUTURES, The journal of futures markets, 13(5), 1993, pp. 515-526
Citations number
13
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
13
Issue
5
Year of publication
1993
Pages
515 - 526
Database
ISI
SICI code
0270-7314(1993)13:5<515:MNSROY>2.0.ZU;2-W