Dynamic Hedging and the Interest Rate Defense

Peter M. Garber & Michael G. Spencer
Published Date
Copyright 1996
ISBN 0226260003
Book: The Microstructure of Foreign Exchange Markets
Book editors: Jeffrey A. Frankel, Giampaolo Galli & Alberto Giovannini
PUBLISHER: University of Chicago Press
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  • Peter M. Garber and Michael G. Spencer, The Microstructure of Foreign Exchange Markets (University of Chicago Press, 1996), chap. 6, https://www.nber.org/books-and-chapters/microstructure-foreign-exchange-markets/dynamic-hedging-and-interest-rate-defense.

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