HEDGING MORTGAGE-BACKED SECURITIES WITH TREASURY BOND FUTURES

被引：6

作者：

BATLIN, CA

机构：

来源：

关键词：

D O I：

10.1002/fut.3990070607

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：675 / 693

页数：19

共 10 条

BATLIN, CA .

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[7]

MCKINNON R., 1967, J POLITICAL EC, P844

[8]

Pindyck R.S., 1981, ECONOMETRIC MODELS E, V2nd

[9]

STEVENS GV, 1971, J FINANCIAL QUAN DEC, P1235

[10]

TOEVS AL, 1985, J PORTFOLIO MANA SPR, P45