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Treasury Bill Futures As A Hedging Tool: A Risk-Return Approach

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  • Charles T. Howard
  • Louis J. D'Antonio

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  • Charles T. Howard & Louis J. D'Antonio, 1986. "Treasury Bill Futures As A Hedging Tool: A Risk-Return Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(1), pages 25-39, March.
    • Handle: RePEc:bla:jfnres:v:9:y:1986:i:1:p:25-39
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1986.tb00433.x
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    References listed on IDEAS

    as
    1. Leland L. Johnson, 1960. "The Theory of Hedging and Speculation in Commodity Futures," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 27(3), pages 139-151.
    2. Robert C. Kuberek & Norman G. Pefley, 1983. "Hedging corporate debt with U.S. treasury bond futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(4), pages 345-353, December.
    3. Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981. "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.
    4. Franckle, Charles T, 1980. "The Hedging Performance of the New Futures Markets: Comment," Journal of Finance, American Finance Association, vol. 35(5), pages 1273-1279, December.
    5. G. D. Koppenhaver, 1984. "Selective Hedging Of Bank Assets With Treasury Bill Futures Contracts," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(2), pages 105-119, June.
    6. Ederington, Louis H, 1979. "The Hedging Performance of the New Futures Markets," Journal of Finance, American Finance Association, vol. 34(1), pages 157-170, March.
    7. Joanne Hill & Joseph Liro & Thomas Schneeweis, 1983. "Hedging performance of GNMA futures under rising and falling interest rates," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(4), pages 403-413, December.
    8. Holbrook Working, 1953. "Hedging Reconsidered," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 35(4), pages 544-561.
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