HEDGING INTEREST-RATE RISK IN BANKING

被引：5

|

作者：

GOLDFARB, DR

机构：

来源：

JOURNAL OF FUTURES MARKETS | 1987年 / 7卷 / 01期

关键词：

D O I：

10.1002/fut.3990070105

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：35 / 47

页数：13

相关论文

共 50 条

[1] HEDGING INTEREST-RATE RISK ON VARIABLE-RATE DEBT
ABBASI, RA
[J]. REAL ESTATE REVIEW, 1993, 23 (03): : 44 - 49
[2] MANAGING INTEREST-RATE RISK IN BANKING INSTITUTIONS
BOOTH, GG
BESSLER, W
FOOTE, WG
[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1989, 41 (03) : 302 - 313
[3] A UNIFIED APPROACH TO HEDGING INTEREST-RATE RISK WITH FINANCIAL FUTURES
HILLIARD, JE
[J]. DECISION SCIENCES, 1988, 19 (03) : 654 - 671
[4] INTEREST-RATE VOLATILITY, BASIS RISK AND HETEROSCEDASTICITY IN HEDGING MORTGAGES
PARK, HY
BERA, AK
[J]. AREUEA JOURNAL-JOURNAL OF THE AMERICAN REAL ESTATE & URBAN ECONOMICS ASSOCIATION, 1987, 15 (02): : 79 - 97
[5] LIQUIDITY PROVISION, BANKING, AND THE ALLOCATION OF INTEREST-RATE RISK
HELLWIG, M
[J]. EUROPEAN ECONOMIC REVIEW, 1994, 38 (07) : 1363 - 1389
[6] INTEREST-RATE RISK, MARKET VALUE, AND HEDGING FINANCIAL PORTFOLIOS
BELONGIA, MT
SANTONI, GJ
[J]. JOURNAL OF FINANCIAL RESEARCH, 1987, 10 (01) : 47 - 55
[7] HEDGING AGAINST INTEREST-RATE SHOCK
COOPER, W
[J]. INSTITUTIONAL INVESTOR, 1984, 18 (10): : 301 - &
[8] AN EVALUATION OF STRIP ROLLOVER INTEREST-RATE HEDGING
LEATHAM, DJ
[J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1988, 70 (05) : 1192 - 1192
[9] PANEL - HEDGING AGAINST INTEREST-RATE CHANGES
WHALEN, R
SANDOR, R
JONES, F
FROEWISS, K
[J]. FINANCIAL MANAGEMENT, 1979, 8 (01) : 90 - 90
[10] INTEREST-RATE RISK
CRAINE, RN
PIERCE, JL
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (04) : 719 - 732

← 1 2 3 4 5 →