Working Paper

Estimating the hedging effectiveness of Treasury bill futures: an alternative approach


Access Documents

File(s): File format is application/pdf http://www.federalreserve.gov/pubs/ifdp/1982/196/ifdp196.pdf

Authors

Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: International Finance Discussion Papers

Publication Date: 1982

Number: 196