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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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/8592 |
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| Institution: | Nanyang Technological University |