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: | Lee, Boon Ai., Tan, Hwee Chin., Yoh, Li Eng. |
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其他作者: | Young, Martin Robert |
格式: | Final Year Project |
出版: |
2008
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在線閱讀: | http://hdl.handle.net/10356/8592 |
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