THE IMPACT OF INTEREST-RATE LEVEL AND VOLATILITY ON THE PERFORMANCE OF INTEREST-RATE HEDGES

被引：3

|

作者：

HEGDE, SP

机构：

来源：

JOURNAL OF FUTURES MARKETS | 1982年 / 2卷 / 04期

关键词：

D O I：

10.1002/fut.3990020405

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

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页码：341 / 356

页数：16

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