Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "8065"
  #_source: array:26 [
    "id" => "8065"
    "slug" => "hedging-short-term-interest-rate-risk-with-futures-a-more-accurate-approach"
    "yearMonth" => "1993-09"
    "year" => "1993"
    "title" => "Hedging Short-term Interest Rate Risk with Futures : A More Accurate Approach"
    "description" => "AFTALION, F. et PONCET, P. (1993). <i>Hedging Short-term Interest Rate Risk with Futures : A More Accurate Approach</i>. ESSEC Business School."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "PONCET Patrice"
        "bid" => "B00000430"
        "slug" => "poncet-patrice"
      ]
      1 => array:1 [
        "name" => "AFTALION Florin"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 21:00:33"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => null
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Documents de travail"
      "en" => "Working Papers"
    ]
    "support_type" => array:2 [
      "fr" => "Editeur"
      "en" => "Publisher"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Cet article discrimine entre deux types de couverture du risque de taux d'intérêt à court terme, l'un statique, l'autre dynamique, puis teste les modèles à partir des taux Pibor et Eurodollar à 3 mois et leurs contrats futures associés."
      "en" => "This article examines two types of short term interest rate risk hedging with futures contracts, a static one and a dynamic one, then proceeds to test empirically the models on the 3 month Pibor and Eurodollar rates and their associated futures."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-15T07:21:49.000Z"
    "docTitle" => "Hedging Short-term Interest Rate Risk with Futures : A More Accurate Approach"
    "docSurtitle" => "Working Papers"
    "authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>, AFTALION Florin"
    "docDescription" => "<span class="document-property-authors">PONCET Patrice, AFTALION Florin</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">1993</span>"
    "keywordList" => ""
    "docPreview" => "<b>Hedging Short-term Interest Rate Risk with Futures : A More Accurate Approach</b><br><span>1993-09 | Working Papers </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Hedging Short-term Interest Rate Risk with Futures : A More Accurate Approach</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.099945
  +"parent": null
}