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...
محفوظ في:
المؤلف الرئيسي: | Ahmad Danial Zainudin (مؤلف) |
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التنسيق: | أطروحة كتاب |
اللغة: | English |
الموضوعات: | |
الوصول للمادة أونلاين: | http://studentrepo.iium.edu.my/handle/123456789/11176 |
الوسوم: |
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مواد مشابهة
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