Dynamic hedging of commercial paper with T-bill futures

Journal of Futures Markets

Volumn 18, Issue 8, 1998, Pages 925-938

  Koutmos, Gregory ^a   Pericli, Andreas ^b  

^a FAIRFIELD UNIVERSITY   (United States)

^b Fed Home Loan Mortgage Corporation   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032354947     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199812)18:8<925::AID-FUT3>3.0.CO;2-K     Document Type: Article

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