Please use this identifier to cite or link to this item:
https://hdl.handle.net/10356/9504
Title: | Interest rate futures and forward pricing : evidence from the Singapore market. | Authors: | Lin, Yingjun. Ng, Wan Kee. Wong, Weifen. |
Keywords: | DRNTU::Business::Finance::Interest rates | Issue Date: | 2004 | Abstract: | This paper aims to investigate the pricing differential between the 3-month interest rate futures contract and the synthetically created Forward Rate Agreement (FRA) in Singapore and concludes that marking to market feature of the futures contract is the main factor. | URI: | http://hdl.handle.net/10356/9504 | Schools: | Nanyang Business School | 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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File | Description | Size | Format | |
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NBS-REPORTS_2149.pdf Restricted Access | 367.79 kB | Adobe PDF | View/Open |
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