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The use of interest rate futures by agricultural banks

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  • Bowman, Mark John

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  • Bowman, Mark John, 1985. "The use of interest rate futures by agricultural banks," ISU General Staff Papers 1985010108000017536, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genstf:1985010108000017536
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    References listed on IDEAS

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    1. Andrew J. Senchack Jr. & John C. Easterwood, 1983. "Cross hedging CDs with treasury bill futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(4), pages 429-438, December.
    2. Mark Drabenstott & Anne O'Mara McDonley, 1982. "The impact of financial futures on agricultural banks," Economic Review, Federal Reserve Bank of Kansas City, vol. 67(May), pages 19-30.
    3. 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.
    4. Mark Drabenstott & Anne O'Mara McDonley, 1984. "Futures markets: a primer for financial institutions," Economic Review, Federal Reserve Bank of Kansas City, vol. 69(Nov), pages 17-33.
    5. Frederick T. Furlong, 1983. "New deposit instruments," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue May, pages 319-326.
    6. 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.
    7. Franklin R. Edwards, 1981. "The regulation of futures and forward trading by depository institutions: A legal and economic analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(2), pages 201-218, June.
    8. Hayenga, Marvin L. & DiPietre, Dennis D., 1982. "Cross-Hedging Wholesale Pork Products Using Live Hog Futures," Staff General Research Papers Archive 11305, Iowa State University, Department of Economics.
    9. 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.
    10. 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.
    11. Overdahl, James Anthony, 1984. "The CD futures market: hedging and price discovery performance," ISU General Staff Papers 1984010108000010018, Iowa State University, Department of Economics.
    12. Barbara Negri Opper, 1982. "Profitability of insured commercial banks," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Aug, pages 453-465.
    13. Marvin L. Hayenga & Dennis D. DiPietre, 1982. "Cross-Hedging Wholesale Pork Products Using Live Hog Futures," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(4), pages 747-751.
    14. Gillian Garcia & Annie McMahon, 1984. "Regulatory innovation: The new bank accounts," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 8(Mar), pages 12-23.
    15. Charles T. Franckle & Andrew J. Senchack Jr., 1982. "Economic considerations in the use of interest rate futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 2(1), pages 107-116, March.
    16. James Kurt Dew, 1981. "Comment on “usefulness of treasury bill futures as hedging instruments”," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 389-391, September.
    17. Robert W. Kolb & Stephen G. Timme & Gerald D. Gay, 1984. "Macro versus micro futures hedges at commercial banks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 4(1), pages 47-54, March.
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