NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Dynamic Hedging and the Interest Rate Defense

Peter M. Garber, Michael G. Spencer

Chapter in NBER book The Microstructure of Foreign Exchange Markets (1996), Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini, editors (p. 209 - 228)
Conference held July 1-2, 1994
Published in January 1996 by University of Chicago Press
© 1996 by the National Bureau of Economic Research

download in pdf format
   (304 K)

email paper

This paper is available as PDF (304 K) or via email.

Machine-readable bibliographic record - MARC, RIS, BibTeX

Users who downloaded this chapter also downloaded these:
Jorion Risk and Turnover in the Foreign Exchange Market
Hsieh and Kleidon Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information
Perraudin and Vitale Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market
Frankel, Galli, and Giovannini Introduction to "The Microstructure of Foreign Exchange Markets"
Lyons Foreign Exchange Volume: Sound and Fury Signifying Nothing?
 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us