A study on market interdependence of futures markets with its underlying assets: analysis on Asian emerging market (Hong Kong, Malaysia, Korea) / Noor Atika Buang

This paper attempts to investigate the markets interdependence between the spot and futures markets in Asian emerging markets. The weekly data of closing price of stock index and settlement price of stock index futures in emerging country namely Hong Kong, Malaysia and Korea was collected as variabl...

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Bibliographic Details
Main Author: Buang, Noor Atika
Format: Student Project
Language:English
Published: Faculty of Business and Management 2011
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/27497/1/PPb_NOOR%20ATIKA%20BUANG%20BM%20M%2011_5.pdf
http://ir.uitm.edu.my/id/eprint/27497/
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