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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Bibliographic Details
Main Author: Salami, Monsurat Ayojimi (Author)
Format: Thesis
Language:English
Published: Kuala Lumpur : Kulliyyah of Economics and Management Sciences, International Islamic University Malaysia, 2018
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Online Access: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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