The subprime crisis and stock index futures markets integration
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 December 2009 w...
Saved in:
Main Authors: | , |
---|---|
Format: | Working Paper |
Language: | English |
Published: |
Emerald
2011
|
Subjects: | |
Online Access: | http://ir.unimas.my/id/eprint/236/1/The_subprime_crisis_and_stock_index.pdf http://ir.unimas.my/id/eprint/236/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!