Financial contagion, price discovery process and hedging effectiveness in the futures markets : evidence from wavelet analyses /
This thesis examines the dynamics of futures markets from the time-frequency perspective. Our dataset consists of forty futures contracts and underlying spot prices worldwide, spanning from 2010 through to 2020. The objectives of the thesis are three-fold. First, we examine the occurrence of financi...
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| 格式: | Thesis 圖書 |
| 語言: | English |
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| 在線閱讀: | http://studentrepo.iium.edu.my/handle/123456789/11176 |
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