Browsing The Economic and Social Review, Vol. 25, No. 2, January, 1994 by Subject "Gilt market"
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Dynamic hedging with the IFOX long gilt futures: new evidence
(Economic & Social StudiesDublin, 1994)This paper assesses the hedging effectiveness of the IFOX long gilt futures contract. The paper builds on earlier work by Hogan which was hindered by small sample size, thin trading and incomplete specification of the data ...