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https://ptsldigital.ukm.my/jspui/handle/123456789/666842| Title: | The effectiveness of interest rate futures contracts for hedging.Japanese bonds of different credit quality and duration |
| Conference Name: | The thirteenth Annual PACAP/FMA Finance Conference |
| Keywords: | Japanese bonds Hedge ratio Debt futures contracts |
| Conference Date: | 2001-07-05 |
| Conference Location: | Westin Chosun Hotel, Seoul, Korea Radisson Plaza Hotel, Seoul, Korea |
| 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 |
| Pages: | 141 |
| Call Number: | HG4026.A536 2001 katsem |
| URI: | https://ptsldigital.ukm.my/jspui/handle/123456789/666842 |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding |
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