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:	DRNTU::Business::Finance::Futures
Online Access:	http://hdl.handle.net/10356/8592
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-8592
record_format	dspace
spelling	sg-ntu-dr.10356-85922023-05-19T06:16:13Z Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill. Lee, Boon Ai. Tan, Hwee Chin. Yoh, Li Eng. Young, Martin Robert Nanyang Business School DRNTU::Business::Finance::Futures 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. 2008-09-24T07:22:58Z 2008-09-24T07:22:58Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8592 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Futures
spellingShingle	DRNTU::Business::Finance::Futures Lee, Boon Ai. Tan, Hwee Chin. Yoh, Li Eng. Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.
description	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.
author2	Young, Martin Robert
author_facet	Young, Martin Robert Lee, Boon Ai. Tan, Hwee Chin. Yoh, Li Eng.
format	Final Year Project
author	Lee, Boon Ai. Tan, Hwee Chin. Yoh, Li Eng.
author_sort	Lee, Boon Ai.
title	Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.
title_short	Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.
title_full	Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.
title_fullStr	Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.
title_full_unstemmed	Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.
title_sort	effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.
publishDate	2008
url	http://hdl.handle.net/10356/8592
_version_	1770567555329556480

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

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