Volatility, asymmetric relationship, and hedging effectiveness : a study on derivative markets in Malaysia /
Return volatility severely affects equity portfolio or increases the cost in agricultural commodity as the major input for production. This triggers the need to re-examine the long-run relationship between underlying and futures markets and also the effectiveness of the offsetting position in future...
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| 主要作者: | |
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| 格式: | Thesis |
| 語言: | English |
| 出版: |
Kuala Lumpur :
Kulliyyah of Economics and Management Sciences, International Islamic University Malaysia,
2018
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| 主題: | |
| 在線閱讀: | Click here to view 1st 24 pages of the thesis. Members can view fulltext at the specified PCs in the library. |
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