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...
محفوظ في:
المؤلف الرئيسي: | Salami, Monsurat Ayojimi (مؤلف) |
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التنسيق: | أطروحة |
اللغة: | English |
منشور في: |
Kuala Lumpur :
Kulliyyah of Economics and Management Sciences, International Islamic University Malaysia,
2018
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الموضوعات: | |
الوصول للمادة أونلاين: | Click here to view 1st 24 pages of the thesis. Members can view fulltext at the specified PCs in the library. |
الوسوم: |
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مواد مشابهة
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Hedging effectiveness of interest rate options and futures /
بواسطة: Tan, Benedict Fook Ming
منشور في: (1992) -
Fuel hedging in the airline industry : a case study on Malaysia Airline /
بواسطة: Mohamed Huzam
منشور في: (2011) -
Hedging effectiveness of currency futures contracts traded in SIMEX /
بواسطة: Nachiappan, C. N.
منشور في: (1988) -
Hedging of crude palm oil futures in Malaysia /
بواسطة: Ooi, Cheng Keat
منشور في: (1989) -
The performance of implied volatility and historical volatility in forecasting future realized volatility : an analysis from Malaysia, Singapore and Thailand structured call warrants /
بواسطة: Najmi Ismail bin Murad Samsudin
منشور في: (2018)