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Stochastic interest rates, transaction costs, and immunizing foreign currency risk
Author(s) -
Chiang Raymond,
Okunev John,
Tippett Mark
Publication year - 1997
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199708)17:5<579::aid-fut4>3.0.co;2-c
Subject(s) - currency , lease , business , management , economics , finance , monetary economics