INTEREST RATE RISK, MARKET VALUE, AND HEDGING FINANCIAL PORTFOLIOS

The Hedging Performance of the New Futures Markets

1979 • 1,338 citations

A Risk-Return Measure of Hedging Effectiveness

1984 • 178 citations

Exchange and Production: Competition, Coordination, and Control

1977 • 117 citations

The Hedging Performance of the New Futures Markets: Comment

1980 • 90 citations

Usefulness of treasury bill futures as hedging instruments

1981 • 23 citations

Gap management: managing interest rate risk in banks and thrifts

1983 • 22 citations

Hedging performance of GNMA futures under rising and falling interest rates

1983 • 19 citations

A measure of hedging's performance

1985 • 16 citations

Economic considerations in the use of interest rate futures

1982 • 14 citations

Hedging money market CDs with treasury‐bill futures

1981 • 10 citations

SELECTIVE HEDGING OF BANK ASSETS WITH TREASURY BILL FUTURES CONTRACTS

1984 • 9 citations

Managing Bank Assets and Liabilities: Strategies for Risk Control and Profit

1982 • 6 citations

Restructuring the maturity of regulated deposits with treasury-bill futures

1982 • 5 citations

Cash Flow or Present Value: What's Lurking Behind That Hedge?

1985 • 4 citations

Reducing inter‐temporal risk in financial futures hedging

1984 • 4 citations

The impact of financial futures on agricultural banks

1982 • 4 citations