Open AccessDetermining the hedge ratio when cross-hedging corporate bonds with U.S. Treasury bond futures contracts
Author(s) -
Susan Marie Schmitt
Publication year - 2018
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31274/rtd-180813-7796
Subject(s) - treasury , futures contract , bond , hedge , financial economics , business , corporate bond , economics , financial system , finance , political science , ecology , law , biology