Citation
Krishnasamy, Geeta (2003) Relationships Among Selected Asian Index Futures Markets. Masters thesis, Multimedia University. Full text not available from this repository.
Official URL: http://myto.perpun.net.my/metoalogin/logina.php
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) |
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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 |
URII: | http://shdl.mmu.edu.my/id/eprint/726 |
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