Empirical studies on the Euroyen TIBOR and LIBOR futures contracts.

This study examines the possibility of reaping arbitrage profits between the 2 contracts, through implementing a spread trading strategy. The results would determine whether it violates the Efficient Market Hypothesis.

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Bibliographic Details
Main Authors:	Cher, Jasmine Hwee Ling., Quah, Bee Leng., Tan, Marilyn Su Ching.
Other Authors:	Low, Buen Sin
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Futures
Online Access:	http://hdl.handle.net/10356/11098
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-11098
record_format	dspace
spelling	sg-ntu-dr.10356-110982023-05-19T03:30:04Z Empirical studies on the Euroyen TIBOR and LIBOR futures contracts. Cher, Jasmine Hwee Ling. Quah, Bee Leng. Tan, Marilyn Su Ching. Low, Buen Sin Nanyang Business School DRNTU::Business::Finance::Futures This study examines the possibility of reaping arbitrage profits between the 2 contracts, through implementing a spread trading strategy. The results would determine whether it violates the Efficient Market Hypothesis. 2008-09-24T07:51:14Z 2008-09-24T07:51:14Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/11098 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Futures
spellingShingle	DRNTU::Business::Finance::Futures Cher, Jasmine Hwee Ling. Quah, Bee Leng. Tan, Marilyn Su Ching. Empirical studies on the Euroyen TIBOR and LIBOR futures contracts.
description	This study examines the possibility of reaping arbitrage profits between the 2 contracts, through implementing a spread trading strategy. The results would determine whether it violates the Efficient Market Hypothesis.
author2	Low, Buen Sin
author_facet	Low, Buen Sin Cher, Jasmine Hwee Ling. Quah, Bee Leng. Tan, Marilyn Su Ching.
format	Final Year Project
author	Cher, Jasmine Hwee Ling. Quah, Bee Leng. Tan, Marilyn Su Ching.
author_sort	Cher, Jasmine Hwee Ling.
title	Empirical studies on the Euroyen TIBOR and LIBOR futures contracts.
title_short	Empirical studies on the Euroyen TIBOR and LIBOR futures contracts.
title_full	Empirical studies on the Euroyen TIBOR and LIBOR futures contracts.
title_fullStr	Empirical studies on the Euroyen TIBOR and LIBOR futures contracts.
title_full_unstemmed	Empirical studies on the Euroyen TIBOR and LIBOR futures contracts.
title_sort	empirical studies on the euroyen tibor and libor futures contracts.
publishDate	2008
url	http://hdl.handle.net/10356/11098
_version_	1770565513018081280

Empirical studies on the Euroyen TIBOR and LIBOR futures contracts.

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