The subprime crisis and stock index futures markets integration
Purpose – The purpose of this paper is to examine the effects of the current global crisis on the integration and co-movements of selected stock index futures markets. Design/methodology/approach – Time series techniques of cointegration and weekly data covering the period from January 2001 to Decem...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
The Journal of Risk Finance
2011
|
| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/1859/1/Bakri%2C%20Abdul%20Karim.pdf http://ir.unimas.my/id/eprint/1859/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|