FINANCIAL FUTURES FOR HEDGING LONG-TERM DEBT

被引：0

|

作者：

DRAPER, DW

机构：

来源：

HARVARD BUSINESS REVIEW | 1983年 / 61卷 / 02期

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：172 / &

相关论文

共 50 条

[1] ROLLOVER HEDGING AND MISSING LONG-TERM FUTURES MARKETS
GARDNER, BL
[J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1989, 71 (02) : 311 - 318
[2] Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
[J]. INSURANCE MATHEMATICS & ECONOMICS, 2021, 99 : 327 - 340
[3] Hedging long-term exposures with multiple short-term futures contracts
Neuberger, A
[J]. REVIEW OF FINANCIAL STUDIES, 1999, 12 (03): : 429 - 459
[4] HEDGING WITH FINANCIAL FUTURES
REDHEAD, K
[J]. NATIONAL WESTMINSTER BANK QUARTERLY REVIEW, 1985, (FEB): : 42 - 56
[5] HEDGING WITH FINANCIAL FUTURES
ADKINS, L
[J]. DUNS REVIEW, 1980, 115 (04): : 138 - 140
[6] Hedging long-term forwards with short-term futures: A two-regime approach
Bühler W.
Korn O.
Schöbel R.
[J]. Review of Derivatives Research, 2004, 7 (3) : 185 - 212
[7] Pricing and hedging of long-term futures and forward contracts by a three-factor model
Shiraya, Kenichiro
Takahashi, Akihiko
[J]. QUANTITATIVE FINANCE, 2012, 12 (12) : 1811 - 1826
[8] Hedging Long-Term Liabilities*
Quaedvlieg, Rogier
Schotman, Peter
[J]. JOURNAL OF FINANCIAL ECONOMETRICS, 2022, 20 (03) : 505 - 538
[9] CURRENCY DENOMINATION IN LONG-TERM DEBT FINANCING AND REFINANCING - A CROSS-HEDGING PARADIGM
JACQUE, LL
LANG, P
[J]. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 1987, 38 (02) : 173 - 182
[10] Debt Maturity: Is Long-Term Debt Optimal?
Alfaro, Laura
Kanczuk, Fabio
[J]. REVIEW OF INTERNATIONAL ECONOMICS, 2009, 17 (05) : 890 - 905

← 1 2 3 4 5 →