Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/11603
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dc.contributor.authorLim, Raymond Kiat Jiang.en_US
dc.contributor.authorNg, Meng Chong.en_US
dc.contributor.authorTan, Yeok Koon.en_US
dc.date.accessioned2008-09-24T07:56:57Z-
dc.date.available2008-09-24T07:56:57Z-
dc.date.copyright2001en_US
dc.date.issued2001-
dc.identifier.urihttp://hdl.handle.net/10356/11603-
dc.description.abstractThis paper seeks to compare the spot and forward exchange rate volatility of the major currencies. Under the assumption of non-stochastic interest rates, if the currency markets are efficient in the sense that it is not possible to arbitrage between the two markets, the volatility in the two markets should not be significantly different from each other.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Foreign exchange-
dc.titleComparison of exchange rate volatility in the spot and forward markets.en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorCharoenwong, Charlieen_US
dc.contributor.schoolNanyang Business Schoolen_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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