Hedging performance of futures contracts: The case of FTSE BMKLCI futures and the CPO futures contracts in Malaysia
This study aims to investigate the hedging performance of two derivative instruments traded in Bursa Malaysia Derivative Exchange. They are Kuala Lumpur composite index (KLCI) futures contracts and the crude palm oil (CPO) futures contracts covering the period from January 4, 2010 to October 31, 201...
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| Main Authors: | , |
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| Format: | Monograph |
| Language: | English |
| Published: |
2018
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/62882/1/END%20OF%20PROJECT%20REPORT_FULL%20VERSION.pdf http://irep.iium.edu.my/62882/ |
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