Stochastic interest rates, transaction costs, and immunizing foreign currency risk

Raymond Chiang, John Okunev and Mark Tippett

Journal of Futures Markets, 1997, vol. 17, issue 5, 579-598

Date: 1997
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/

Related works:
Working Paper: Stochastic Interest Rates, Transaction Costs and Immunizing Foreign Currency Risk (1996)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jfutmk:v:17:y:1997:i:5:p:579-598

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0270-7314

Access Statistics for this article

Journal of Futures Markets is currently edited by Robert I. Webb

More articles in Journal of Futures Markets from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().