Premium
A MULTIVARIATE ANALYSIS OF THE CROSS‐HEDGING PERFORMANCE OF T‐BOND AND GNMA FUTURES MARKETS
Author(s) -
Hegde Shantaram P.,
Nunn Kenneth P.
Publication year - 1985
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1985.tb00173.x
Subject(s) - futures contract , citation , library science , psychology , economics , computer science , financial economics