Work

Conversion factor risk and hedging in the treasury‐bond futures market

Year: 1984

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990040107

Authors: Alex Kane, Alan J. Marcus

Institution: Boston University

Language: English

Topic: Risk Management in Financial Firms

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2033456067

FWCI: 12.79

Cites: 4

Cited by: 27

Related to: 10