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Interest rate volatility, trading volume, and the hedging performance of T‐bond and GNMA futures—A note
Author(s) -
Hegde Shantaram P.,
Nunn Kenneth P.
Publication year - 1985
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.3990050210
Subject(s) - futures contract , citation , volatility (finance) , original research , economics , management , financial economics , business , library science , political science , law , computer science
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