Lead-lag relationship and carrying cost arbitrage : Japanese government bonds spot and futures markets

105 p.

Bibliographic Details
Main Author: Chua Hwee Leng Theresa, Ho Pui Wing, Phua Lock Khoon
Other Authors: Kang Choong Seok, Joseph
Format: Final Year Project (FYP)
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/10356/57594