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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

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
Creator
Subject
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
Member of
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
Link
https://eui.ent.sirsidynix.net.uk/client/en_GB/default/search/detailnonmodal/ent:$002f$002fSD_ILS$002f0$002fSD_ILS:46887/one
Instantiates
Publication
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
Link
https://eui.ent.sirsidynix.net.uk/client/en_GB/default/search/detailnonmodal/ent:$002f$002fSD_ILS$002f0$002fSD_ILS:46887/one
Publication
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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