Professor of Banking and Finance, College of Business Administration, University of Georgia. The helpful comments of Professors R. Carter Hill III and David A. Edwards and an anonymous referee are gratefully acknowledged.
Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects
Article first published online: 30 APR 2012
1984 The American Finance Association
The Journal of Finance
Volume 39, Issue 5, pages 1547–1569, December 1984
How to Cite
HILLIARD, J. E. (1984), Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects. The Journal of Finance, 39: 1547–1569. doi: 10.1111/j.1540-6261.1984.tb04924.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!