Financial contagion, price discovery process and hedging effectiveness in the futures markets : evidence from wavelet analyses /

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...

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書目詳細資料
主要作者:	Ahmad Danial Zainudin (Author)
格式:	Thesis 圖書
語言:	English
主題:	Financial crises International finance Wavelets (Mathematics) Theses, IIUM local
在線閱讀:	http://studentrepo.iium.edu.my/handle/123456789/11176
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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