A study on market interdependence of futures markets with its underlying assets: analysis on Asian emerging market (Hong Kong, Malaysia, Korea) / Noor Atika Buang
This paper attempts to investigate the markets interdependence between the spot and futures markets in Asian emerging markets. The weekly data of closing price of stock index and settlement price of stock index futures in emerging country namely Hong Kong, Malaysia and Korea was collected as variabl...
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| Format: | Student Project |
| Language: | English |
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Faculty of Business and Management
2011
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| Online Access: | https://ir.uitm.edu.my/id/eprint/27497/1/PPb_NOOR%20ATIKA%20BUANG%20BM%20M%2011_5.pdf |