A study of the optimal hedge ratios for U.S. Treasury Bill using futures contracts

碩士 === 國立中正大學 === 企業管理研究所 === 88 ===

Bibliographic Details
Main Author:	羅月璟
Other Authors:	Keshin Tswei
Format:	Others
Language:	zh-TW
Published:	2000
Online Access:	http://ndltd.ncl.edu.tw/handle/16092280297631980896

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spelling	ndltd-TW-088CCU001210262015-10-13T11:50:28Z http://ndltd.ncl.edu.tw/handle/16092280297631980896 A study of the optimal hedge ratios for U.S. Treasury Bill using futures contracts 利率期貨最適避險比率與績效之研究─以美國國庫券為例羅月璟碩士國立中正大學企業管理研究所 88 Keshin Tswei 崔可欣 2000 學位論文 ; thesis 75 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立中正大學 === 企業管理研究所 === 88 ===
author2	Keshin Tswei
author_facet	Keshin Tswei 羅月璟
author	羅月璟
spellingShingle	羅月璟 A study of the optimal hedge ratios for U.S. Treasury Bill using futures contracts
author_sort	羅月璟
title	A study of the optimal hedge ratios for U.S. Treasury Bill using futures contracts
title_short	A study of the optimal hedge ratios for U.S. Treasury Bill using futures contracts
title_full	A study of the optimal hedge ratios for U.S. Treasury Bill using futures contracts
title_fullStr	A study of the optimal hedge ratios for U.S. Treasury Bill using futures contracts
title_full_unstemmed	A study of the optimal hedge ratios for U.S. Treasury Bill using futures contracts
title_sort	study of the optimal hedge ratios for u.s. treasury bill using futures contracts
publishDate	2000
url	http://ndltd.ncl.edu.tw/handle/16092280297631980896
work_keys_str_mv	AT luóyuèjǐng astudyoftheoptimalhedgeratiosforustreasurybillusingfuturescontracts AT luóyuèjǐng lìlǜqīhuòzuìshìbìxiǎnbǐlǜyǔjīxiàozhīyánjiūyǐměiguóguókùquànwèilì AT luóyuèjǐng studyoftheoptimalhedgeratiosforustreasurybillusingfuturescontracts
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A study of the optimal hedge ratios for U.S. Treasury Bill using futures contracts

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