The Resource Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence, by Klaus Kobold
Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence, by Klaus Kobold
Resource Information
The item Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence, by Klaus Kobold represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence, by Klaus Kobold represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- Summary
- Above all the study is intended to shed more light on the following questions: - the functioning of interest rate futures markets, - the behaviour and transactions of economic agents in these markets, -factors determining the results of transactionsin interest rate future markets. Above we argued that these markets emerged in an environment of fluctuating interest rates to provide traders in financial markets with an instrument to deal with the risk stemming from unexpected price changes. It will be this hedging aspect of interest rate futures markets on which the following research is concentrated. The main points to be investigated are: - to what extent interest rate risk is reduced or even abolished, - the effects of futures trading in interest-bearing securities on risk and return of single assets and portfolios, - the consequences on the situation of participants in capital markets, - optimal strategies to reduce the exposure to interest rate risk
- Language
- eng
- Extent
- xvi, 321 pages
- Isbn
- 9783110109030
- Label
- Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence
- Title
- Interest rate futures markets and capital market theory
- Title remainder
- theoretical concepts and empirical evidence
- Statement of responsibility
- by Klaus Kobold
- Language
- eng
- Summary
- Above all the study is intended to shed more light on the following questions: - the functioning of interest rate futures markets, - the behaviour and transactions of economic agents in these markets, -factors determining the results of transactionsin interest rate future markets. Above we argued that these markets emerged in an environment of fluctuating interest rates to provide traders in financial markets with an instrument to deal with the risk stemming from unexpected price changes. It will be this hedging aspect of interest rate futures markets on which the following research is concentrated. The main points to be investigated are: - to what extent interest rate risk is reduced or even abolished, - the effects of futures trading in interest-bearing securities on risk and return of single assets and portfolios, - the consequences on the situation of participants in capital markets, - optimal strategies to reduce the exposure to interest rate risk
- Cataloging source
- DLC
- http://library.link/vocab/creatorName
- Kobold, Klaus
- Dewey number
- 332.82
- Dissertation note
- Originally presented as the author's thesis (doctoral)--European University Institute (ECO 1984)
- Illustrations
- illustrations
- Index
- no index present
- Literary form
- non fiction
- Nature of contents
- bibliography
- Series statement
-
- Published EUI PhD theses
- European University Institute Series D--Economics
- Series volume
- 1
- http://library.link/vocab/subjectName
-
- Interest rate futures
- Capital market
- Hedging (Finance)
- Portfolio management
- Label
- Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence, by Klaus Kobold
- Bibliography note
- Includes bibliographical references (pages 309-321)
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier.
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent.
- Control code
- FIEb10547253
- Dimensions
- 24 cm.
- Extent
- xvi, 321 pages
- Isbn
- 9783110109030
- Media category
- unmediated
- Media MARC source
- rdamedia.
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
-
- ocm13525554
- (OCoLC)1088472504
- Label
- Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence, by Klaus Kobold
- Bibliography note
- Includes bibliographical references (pages 309-321)
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier.
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent.
- Control code
- FIEb10547253
- Dimensions
- 24 cm.
- Extent
- xvi, 321 pages
- Isbn
- 9783110109030
- Media category
- unmediated
- Media MARC source
- rdamedia.
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
-
- ocm13525554
- (OCoLC)1088472504
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Interest-rate-futures-markets-and-capital-market/6t7S8FDTZQg/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Interest-rate-futures-markets-and-capital-market/6t7S8FDTZQg/">Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence, by Klaus Kobold</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
