The role of term structure based interest rate forecasts in risk management  : empirical evidence from the SFE ten year Commonwealth government bond futures and options markets

Publication:

The role of term structure based interest rate forecasts in risk management : empirical evidence from the SFE ten year Commonwealth government bond futures and options markets

dc.contributor.author	McInnes, Ross W.	en_US
dc.date.accessioned	2022-03-17T21:39:43Z
dc.date.available	2022-03-17T21:39:43Z
dc.date.issued	1997	en_US
dc.identifier.uri	http://hdl.handle.net/1959.4/62899
dc.language	English
dc.language.iso	EN	en_US
dc.publisher	UNSW, Sydney	en_US
dc.rights	CC BY-NC-ND 3.0	en_US
dc.rights.uri	https://creativecommons.org/licenses/by-nc-nd/3.0/au/	en_US
dc.source	Thesis Digitisation Program	en_US
dc.subject.other	Government securities	en_US
dc.subject.other	Interest rates	en_US
dc.subject.other	Risk management	en_US
dc.subject.other	Futures	en_US
dc.subject.other	Options Finance	en_US
dc.title	The role of term structure based interest rate forecasts in risk management : empirical evidence from the SFE ten year Commonwealth government bond futures and options markets	en_US
dc.type	Thesis	en_US
dcterms.accessRights	open access
dcterms.rightsHolder	McInnes, Ross W.
dspace.entity.type	Publication	en_US
unsw.accessRights.uri	https://purl.org/coar/access_right/c_abf2
unsw.identifier.doi	https://doi.org/10.26190/unsworks/8386
unsw.relation.faculty	Business
unsw.relation.originalPublicationAffiliation	McInnes, Ross W., Banking and Finance, Faculty of Commerce & Economics, UNSW	en_US
unsw.relation.school	School of Banking & Finance	*
unsw.thesis.degreetype	Masters Thesis	en_US

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