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HEDGING BUSINESS CYCLE RISK WITH MACRO SWAPS AND OPTIONS |
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| Authors: | John F. Marshall Vipul K. Bansal Anthony F. Herbst Alan L. Tucker |
| Affiliation: | Professor of finance in the Grduate Shool of Business of St. John's University and Senior Partner with Marshall &Associates.;Assistant Professor of Finance in the College of Business of St. John's University.;Professor of Finance and C.R. and D.S. Carter Chairholder in the College of Business of the University of Texas at El Paso.;Assistant Professor of Finance in the College of Business of Temple University. |
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