Please use this identifier to cite or link to this item: https://ptsldigital.ukm.my/jspui/handle/123456789/666842
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dc.date.accessioned2023-12-21T06:11:18Z-
dc.date.available2023-12-21T06:11:18Z-
dc.identifier.urihttps://ptsldigital.ukm.my/jspui/handle/123456789/666842-
dc.description.abstractThis 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 qualityen_US
dc.language.isoenen_US
dc.subjectJapanese bondsen_US
dc.subjectHedge ratioen_US
dc.subjectDebt futures contractsen_US
dc.titleThe effectiveness of interest rate futures contracts for hedging.Japanese bonds of different credit quality and durationen_US
dc.typeSeminar Papersen_US
dc.format.pages141en_US
dc.identifier.callnoHG4026.A536 2001 katsemen_US
dc.contributor.conferencenameThe thirteenth Annual PACAP/FMA Finance Conference-
dc.coverage.conferencelocationWestin Chosun Hotel, Seoul, Korea-
dc.coverage.conferencelocationRadisson Plaza Hotel, Seoul, Korea-
dc.date.conferencedate2001-07-05-
Appears in Collections:Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding

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