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https://ptsldigital.ukm.my/jspui/handle/123456789/666842Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.date.accessioned | 2023-12-21T06:11:18Z | - |
| dc.date.available | 2023-12-21T06:11:18Z | - |
| dc.identifier.uri | https://ptsldigital.ukm.my/jspui/handle/123456789/666842 | - |
| dc.description.abstract | This study investigates the effectiveness of the Tokyo Stock Exchange traded Japanese 10 Year Government Bond futures contract to hedge partfolias of Japanese bonds of differing maturity and creadit quality | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Japanese bonds | en_US |
| dc.subject | Hedge ratio | en_US |
| dc.subject | Debt futures contracts | en_US |
| dc.title | The effectiveness of interest rate futures contracts for hedging.Japanese bonds of different credit quality and duration | en_US |
| dc.type | Seminar Papers | en_US |
| dc.format.pages | 141 | en_US |
| dc.identifier.callno | HG4026.A536 2001 katsem | en_US |
| dc.contributor.conferencename | The thirteenth Annual PACAP/FMA Finance Conference | - |
| dc.coverage.conferencelocation | Westin Chosun Hotel, Seoul, Korea | - |
| dc.coverage.conferencelocation | Radisson Plaza Hotel, Seoul, Korea | - |
| dc.date.conferencedate | 2001-07-05 | - |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding | |
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