STOCHASTIC INTEREST-RATES, TRANSACTION COSTS, AND IMMUNIZING FOREIGN-CURRENCY RISK

Authors
CHIANG R OKUNEV J TIPPETT M
Citation
R. Chiang et al., STOCHASTIC INTEREST-RATES, TRANSACTION COSTS, AND IMMUNIZING FOREIGN-CURRENCY RISK, The journal of futures markets, 17(5), 1997, pp. 579-598
Citations number
24
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
17
Issue
5
Year of publication
1997
Pages
579 - 598
Database
ISI
SICI code
0270-7314(1997)17:5<579:SITCAI>2.0.ZU;2-Z