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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Bibliographic Details
Main Author: Ahmad Danial Zainudin (Author)
Format: Thesis Book
Language:English
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Online Access:http://studentrepo.iium.edu.my/handle/123456789/11176
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