Hedging GNMA Mortgage-Backed Securities with T-Note Futures: Dynamic versus Static Hedging

Real Estate Economics

Volumn 27, Issue 2, 1999, Pages 335-363

  Koutmos, Gregory ^a   Pericli, Andreas ^b  

^a FAIRFIELD UNIVERSITY   (United States)

^b Federal Home Loan Mortgage Corporation   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033408143     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00776     Document Type: Article

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