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The impact of interest rate level and volatility on the performance of interest rate hedges
Author(s) -
Hegde Shantaram P.
Publication year - 1982
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/fut.3990020405
Subject(s) - futures contract , citation , interest rate , volatility (finance) , advertising , economics , public relations , political science , monetary economics , business , financial economics , law
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