Lead-lag relationship and carrying cost arbitrage : Japanese government bonds spot and futures markets

105 p.

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Bibliographic Details
Main Author: Chua Hwee Leng Theresa, Ho Pui Wing, Phua Lock Khoon
Other Authors: Kang Choong Seok, Joseph
Format: Final Year Project
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/10356/57594
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Institution: Nanyang Technological University