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Publikováno v:
Review of Financial Economics. 19:1-7
Using Treasury bond and note futures to hedge fixed-income portfolios is complicated by the large number of bonds that are eligible to deliver against the contract. Grieves and Marcus [Grieves, R. and A. Marcus. (2005). Delivery options and Treasury
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b340d88bf54bfde9300e1060f7c6fe58
https://doi.org/10.1016/j.rfe.2009.06.003
https://doi.org/10.1016/j.rfe.2009.06.003
