Abstract
Journal of Futures MarketsVolume 5, Issue 2 p. 273-286 Article Interest rate volatility, trading volume, and the hedging performance of T-bond and GNMA futures—A note Shantaram P. Hegde, Shantaram P. Hegde Assistant Professor in the Department of Finance and Business Economics at the University of Notre DameSearch for more papers by this authorKenneth P. Nunn Jr., Kenneth P. Nunn Jr. Assistant Professor in the Department of Finance at the University of ConnecticutSearch for more papers by this author Shantaram P. Hegde, Shantaram P. Hegde Assistant Professor in the Department of Finance and Business Economics at the University of Notre DameSearch for more papers by this authorKenneth P. Nunn Jr., Kenneth P. Nunn Jr. Assistant Professor in the Department of Finance at the University of ConnecticutSearch for more papers by this author First published: Summer 1985 https://doi.org/10.1002/fut.3990050210Citations: 1 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume5, Issue2Summer 1985Pages 273-286 RelatedInformation
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