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Conversion factor risk and hedging in the treasury‐bond futures market
Author(s) -
Kane Alex,
Marcus Alan J.
Publication year - 1984
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.3990040107
Subject(s) - futures contract , treasury , citation , library science , management , art history , economics , finance , history , computer science , law , political science