Financial contagion, price discovery process and hedging effectiveness in the futures markets : evidence from wavelet analyses /
This thesis examines the dynamics of futures markets from the time-frequency perspective. Our dataset consists of forty futures contracts and underlying spot prices worldwide, spanning from 2010 through to 2020. The objectives of the thesis are three-fold. First, we examine the occurrence of financi...
Saved in:
Main Author: | |
---|---|
Format: | Thesis Book |
Language: | English |
Subjects: | |
Online Access: | http://studentrepo.iium.edu.my/handle/123456789/11176 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|