Modelling stock index and stock index futures interdependence: a multivariate analysis on developed and emerging markets / Fahmi Abdul Rahim

This study tries to investigate the domestic and international markets interdependence between stock index and stock index futures in developed and emerging markets. Data of daily closing price of stock index and settlement price of stock index futures from developed and emerging countries namely th...

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Bibliographic Details
Main Author: Abdul Rahim, Fahmi
Format: Thesis
Language:English
Published: 2011
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/65351/1/65351.pdf
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