Round-the-clock market efficiency between Singapore's and London's Japanese government bond futures markets.

This paper analysing the information flow between the Japanese Government Bond (JGB) futures markets in London (LIFFE) and Singapore (SGX) for the period 04 January 1995 to 30 August 2000.

Saved in:
Bibliographic Details
Main Authors: Goh, Chin Gee., Loy, Wei Shan., Mok, Yen Ling.
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11273
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University