INTEREST-RATE RISK, MARKET VALUE, AND HEDGING FINANCIAL PORTFOLIOS

被引：0

|

作者：

BELONGIA, MT

SANTONI, GJ

机构：

来源：

JOURNAL OF FINANCIAL RESEARCH | 1987年 / 10卷 / 01期

关键词：

D O I：

10.1111/j.1475-6803.1987.tb00474.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：47 / 55

页数：9

相关论文

共 50 条

[21] FOREIGN-EXCHANGE HEDGING AND THE INTEREST-RATE DEFENSE
GARBER, PM
SPENCER, MG
[J]. INTERNATIONAL MONETARY FUND STAFF PAPERS, 1995, 42 (03): : 490 - 516
[22] EFFECT OF EXCHANGE-RATE AND INTEREST-RATE RISK ON INTERNATIONAL FIXED-INCOME PORTFOLIOS
HAUSER, S
LEVY, A
[J]. JOURNAL OF ECONOMICS AND BUSINESS, 1991, 43 (04) : 375 - 388
[23] MONEY MARKET - INTEREST-RATE TRENDS
不详
[J]. ECONOMIC AND POLITICAL WEEKLY, 1994, 29 (40) : 2570 - 2570
[24] A characterization of hedging portfolios for interest rate contingent claims
Carmona, R
Tehranchi, M
[J]. ANNALS OF APPLIED PROBABILITY, 2004, 14 (03): : 1267 - 1294
[25] INTEREST-RATE SWAPS AND THE MANAGEMENT OF INTEREST-RATE RISK FOR MORTGAGE LENDERS
BENNETT, DE
COHEN, DL
MCNULTY, JE
[J]. HOUSING FINANCE REVIEW, 1988, 7 (03): : 249 - 264
[26] DURATION AND INTEREST-RATE RISK
MA, R
BLOOMFIELD, EC
[J]. MALAYAN ECONOMIC REVIEW, 1976, 21 (02): : 17 - 25
[27] COMMERCIAL BANK RISK - MARKET, INTEREST-RATE, AND FOREIGN-EXCHANGE
WETMORE, JL
BRICK, JR
[J]. JOURNAL OF FINANCIAL RESEARCH, 1994, 17 (04) : 585 - 596
[28] THE PRICING OF INTEREST-RATE RISK - EVIDENCE FROM THE STOCK-MARKET
SWEENEY, RJ
WARGA, AD
[J]. JOURNAL OF FINANCE, 1986, 41 (02): : 393 - 410
[29] AGGREGATE SAVINGS, FINANCIAL INTERMEDIATION, AND INTEREST-RATE
GUPTA, KL
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1987, 69 (02) : 303 - 311
[30] COMMERCIAL-BANKS AND INTEREST-RATE FUTURES - A HEDGING SURVEY
VEIT, ET
REIFF, WW
[J]. JOURNAL OF FUTURES MARKETS, 1983, 3 (03) : 283 - 293

← 1 2 3 4 5 →