Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7924
Full metadata record
DC FieldValueLanguage
dc.contributor.authorCharnwut, Roongsangmanoonen
dc.date.accessioned2008-09-18T07:53:37Zen
dc.date.available2008-09-18T07:53:37Zen
dc.date.copyright2005en
dc.date.issued2005en
dc.identifier.citationCharnwut, R. (2005). Effects of delivery risk on futures markets : theory and empirical evidence. Doctoral thesis, Nanyang Technological University, Singapore.en
dc.identifier.urihttps://hdl.handle.net/10356/7924en
dc.description.abstractThis dissertation consists of four essays on the effects of delivery risk in futures markets. In this dissertation, the delivery risk is defined as the uncertainty arising from the multiple delivery specifications that causes futures price to diverge from the spot price of the par-delivery asset underlying the futures contract.en
dc.rightsNanyang Technological Universityen
dc.subjectDRNTU::Business::Finance::Futuresen
dc.titleEffects of delivery risk on futures markets : theory and empirical evidenceen
dc.typeThesisen
dc.contributor.supervisorKang Choong Seok, Josephen
dc.contributor.schoolNanyang Business Schoolen
dc.description.degreeDOCTOR OF PHILOSOPHY (NBS)en
dc.identifier.doi10.32657/10356/7924en
item.fulltextWith Fulltext-
item.grantfulltextopen-
Appears in Collections:NBS Theses
Files in This Item:
File Description SizeFormat 
NBS-THESES_91.pdf707.64 kBAdobe PDFThumbnail
View/Open

Page view(s) 10

800
Updated on Jul 14, 2024

Download(s) 10

385
Updated on Jul 14, 2024

Google ScholarTM

Check

Altmetric


Plumx

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.