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Title: Empirical studies on the Euroyen TIBOR and LIBOR futures contracts.
Authors: Cher, Jasmine Hwee Ling.
Quah, Bee Leng.
Tan, Marilyn Su Ching.
Keywords: DRNTU::Business::Finance::Futures
Issue Date: 2000
Abstract: This study examines the possibility of reaping arbitrage profits between the 2 contracts, through implementing a spread trading strategy. The results would determine whether it violates the Efficient Market Hypothesis.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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