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Yield opportunities and hedge ratio considerations with fixed income cash‐and‐carry trades
Author(s) -
Kawaller Ira G.,
Koch Timothy W.
Publication year - 1989
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.3990090607
Subject(s) - carry (investment) , futures contract , cash , citation , hedge fund , management , fixed income , yield (engineering) , economics , law , political science , financial economics , finance , materials science , bond , metallurgy
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