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|Title:||Interest rate futures and forward pricing : evidence from the Singapore market.||Authors:||Lin, Yingjun.
Ng, Wan Kee.
|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||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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