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:
| 主要作者: | |
|---|---|
| 格式: | Thesis 图书 |
| 语言: | English |
| 主题: | |
| 在线阅读: | http://studentrepo.iium.edu.my/handle/123456789/11176 |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|