Download or read book The Cross hedging Effectiveness of the GNMA and U S Treasury Bond Futures Markets written by Bonnie A. Burt and published by . This book was released on 1983 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Determining the Hedge Ratio when Cross hedging Corporate Bonds with U S Treasury Bond Futures Contracts written by Susan Marie Schmitt and published by . This book was released on 1985 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The effectiveness of cross hedging with treasury bill futures written by Richard Philip Saunders and published by . This book was released on 1980 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Hedging Gnma Mortgage Backed Securities with T Note Futures written by Gregory Koutmos and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This article proposes a dynamic hedging model for Government National Association Mortgage-Backed Securities (GNMA MBSs) that is free of the drawbacks associated with the static hedging strategies currently used. The simultaneity bias of the regression approach is dealt with by modeling the joint distribution of price changes of GNMA MBSs and 10-year Treasury-note futures. Error correction (EC) terms from cointegrating relationships are included in the conditional mean equations to preserve the long-term equilibrium relationship of the two markets. The time-varying variance-covariance structure of the two markets is modeled via a version of the bivariate generalized autoregressive conditionally heteroskedastic model (bivariante GARCH), which assures that the time-varying variance-covariance matrix is positive semidefinite for all time periods. This dynamic error-correction GARCH model is estimated using daily data on six different coupon GNMA MBSs. Dynamic cross-hedge ratios are obtained from the time-varying variance-covariance matrix using the 10-year Treasury-note futures contract as the hedging instrument. These ratios are evaluated in terms of both overall risk reduction and expected utility maximization. There is overwhelming evidence that dynamic hedge ratios are superior to static ones even when transaction costs are incorporated into the analysis. This conclusion holds for all six different coupon GNMA MBSs under investigation.
Download or read book Proceedings written by and published by . This book was released on 1981 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Review of Research in Futures Markets written by and published by . This book was released on 1984 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.
Download or read book Interest Rate Futures written by Gerald D. Gay and published by . This book was released on 1982 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to futures markets; The efficiency of the interest rate futures market; Hedging with interest rate futures; The institutional environment.
Download or read book Office of Real Estate Research Paper written by and published by . This book was released on 1985 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of the American Real Estate and Urban Economics Association written by and published by . This book was released on 1993 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Performance of Futures Markets written by Allen B. Paul and published by . This book was released on 1961 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book FDIC and FSLIC Procedures for Handling Financial Institution Failures and Speculation written by United States. Congress. House. Committee on Government Operations. Commerce, Consumer, and Monetary Affairs Subcommittee and published by . This book was released on 1981 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Guide to Financial Markets written by Marc Levinson and published by The Economist. This book was released on 2018-07-24 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: The revised and updated 7th edition of this highly regarded book brings the reader right up to speed with the latest financial market developments, and provides a clear and incisive guide to a complex world that even those who work in it often find hard to understand. In chapters on the markets that deal with money, foreign exchange, equities, bonds, commodities, financial futures, options and other derivatives, the book examines why these markets exist, how they work, and who trades in them, and gives a run-down of the factors that affect prices and rates. Business history is littered with disasters that occurred because people involved their firms with financial instruments they didn't properly understand. If they had had this book they might have avoided their mistakes. For anyone wishing to understand financial markets, there is no better guide.
Download or read book Indian Stock Market written by Bishnupriya Mishra and published by Excel Books India. This book was released on 2008 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: Indian Capital Market is considered the second largest capital market in the world next only to the United States of America. Stock Markets in India have grown exponentially as measured in terms of the number of listed companies, market capitalization, turnover on stock exchanges, price indices and others. In terms of reforms and development, the Indian stock market has been the fastest to grab every opportunity presented by the paradigm shift in India's economic policy. A well-organized and well-regulated capital market facilitates sustainable development of the economy by providing long-term funds in exchange for financial assets to investors. This book is based on a collection of chapter-contributions from leading academicians on relevant, authoritative and thought provoking aspects of Indian Stock Market. It contains both conceptual and empirical studies so as to enable the reader to acquire a holistic view of the subject. This book is designed to meet the requirements of MBA students specializing in the area of Finance, students of CA/ICWA, students of M.Com/B.Com, academicians, researchers, practitioners and investors in general.
Download or read book Financial Futures written by M. Desmond Fitzgerald and published by . This book was released on 1983 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Readings in Futures Markets Selected writings on futures markets explorations in financial futures markets written by and published by . This book was released on 1985 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Selected Writings on Futures Markets written by Anne E. Peck and published by . This book was released on 1985 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Readings in Futures Markets Selected writings on futures markets exploration in financial futures written by and published by . This book was released on 1977 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt:
