Relationships Among Selected Asian Index Futures Markets

Krishnasamy, Geeta (2003) Relationships Among Selected Asian Index Futures Markets. Masters thesis, Multimedia University.

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Abstract

This study aims to investigate the long run and short run relationship among selected Asian stock index futures markets(namely Malaysia, Singapore, Taiwan and Hong Kong). Although many studies have investigated the linkages among Asian stock markets, there is no study ( to the best of my knowledge) commissioned to investigate the linkages among different stock index future markets in Asia. Since stock index futures markets impose lower transaction costs as opposed to their stock market counterparts, it is interesting to note the linkages among these markets for portfolio diversification purposes.

Item Type: Thesis (Masters)
Subjects: H Social Sciences > HF Commerce > HF5001-6182 Business > HF5601-5689 Accounting. Bookkeeping
Divisions: Faculty of Management (FOM)
Depositing User: Ms Rosnani Abd Wahab
Date Deposited: 29 Jun 2010 06:12
Last Modified: 29 Jun 2010 06:12
URI: http://shdl.mmu.edu.my/id/eprint/726

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