Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.

This project investigates the effectiveness of using interest rate futures contracts in hedging short-term securities, namely 90-day treasury bill and 90-day bank bill.

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Bibliographic Details
Main Authors: Lee, Boon Ai., Tan, Hwee Chin., Yoh, Li Eng.
Other Authors: Young, Martin Robert
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8592
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Institution: Nanyang Technological University