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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.||URI:||http://hdl.handle.net/10356/11098||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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