Bid-ask spread determinants and characteristics of Euroyen futures contracts on the SIMEX

• المؤلفون الرئيسيون: Teo, Hong Hong, Koh, Seok Lang, Goh, Karen Chew Hwee
• مؤلفون آخرون: Nanyang Business School
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2014
• الموضوعات: DRNTU::Business
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/59715
• المؤسسة: Nanyang Technological University

The purpose of this report is to give an insight to the determinants of bid-ask spreads and the characteristics of Euroyen futures contracts traded on the Singapore International Monetary Exchange (SIMEX). Previous studies on this topic concentrate mainly on the equity market. This report extends th...