Lead-lag relationship and carrying cost arbitrage : Japanese government bonds spot and futures markets
105 p.
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Main Author: | Chua Hwee Leng Theresa, Ho Pui Wing, Phua Lock Khoon |
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Other Authors: | Kang Choong Seok, Joseph |
Format: | Final Year Project |
Published: |
2014
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/57594 |
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Institution: | Nanyang Technological University |
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