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
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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