Relationships Among Selected Asian Index Futures Markets

This study aims to investigate the long run and short run relationship among selected Asian stock index futures markets(namely Malaysia, Singapore, Taiwan and Hong Kong). Although many studies have investigated the linkages among Asian stock markets, there is no study ( to the best of my knowledge)...

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Main Author:	Krishnasamy, Geeta
Format:	Thesis
Published:	2003
Subjects:	HF5601-5689 Accounting Bookkeeping
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id	my-mmu-ep.726
record_format	uketd_dc
spelling	my-mmu-ep.7262010-06-29T06:12:50Z Relationships Among Selected Asian Index Futures Markets 2003-11 Krishnasamy, Geeta HF5601-5689 Accounting. Bookkeeping This study aims to investigate the long run and short run relationship among selected Asian stock index futures markets(namely Malaysia, Singapore, Taiwan and Hong Kong). Although many studies have investigated the linkages among Asian stock markets, there is no study ( to the best of my knowledge) commissioned to investigate the linkages among different stock index future markets in Asia. Since stock index futures markets impose lower transaction costs as opposed to their stock market counterparts, it is interesting to note the linkages among these markets for portfolio diversification purposes. 2003-11 Thesis http://shdl.mmu.edu.my/726/ http://myto.perpun.net.my/metoalogin/logina.php masters Multimedia University Research Library
institution	Multimedia University
collection	MMU Institutional Repository
topic	HF5601-5689 Accounting Bookkeeping
spellingShingle	HF5601-5689 Accounting Bookkeeping Krishnasamy, Geeta Relationships Among Selected Asian Index Futures Markets
description	This study aims to investigate the long run and short run relationship among selected Asian stock index futures markets(namely Malaysia, Singapore, Taiwan and Hong Kong). Although many studies have investigated the linkages among Asian stock markets, there is no study ( to the best of my knowledge) commissioned to investigate the linkages among different stock index future markets in Asia. Since stock index futures markets impose lower transaction costs as opposed to their stock market counterparts, it is interesting to note the linkages among these markets for portfolio diversification purposes.
format	Thesis
qualification_level	Master's degree
author	Krishnasamy, Geeta
author_facet	Krishnasamy, Geeta
author_sort	Krishnasamy, Geeta
title	Relationships Among Selected Asian Index Futures Markets
title_short	Relationships Among Selected Asian Index Futures Markets
title_full	Relationships Among Selected Asian Index Futures Markets
title_fullStr	Relationships Among Selected Asian Index Futures Markets
title_full_unstemmed	Relationships Among Selected Asian Index Futures Markets
title_sort	relationships among selected asian index futures markets
granting_institution	Multimedia University
granting_department	Research Library
publishDate	2003
_version_	1747829201887559680

Relationships Among Selected Asian Index Futures Markets

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