Hedging GNMA Mortgage-Backed Securities with T-Note...

Hedging GNMA Mortgage-Backed Securities with T-Note Futures: Dynamic versus Static Hedging

Gregory Koutmos, Andreas Pericli
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
27
Year:
1999
Pages:
29
DOI:
10.1111/1540-6229.00776
File:
PDF, 1.90 MB
1999
Conversion to is in progress
Conversion to is failed