The Effects of the Trade of Futures Contracts on the Volatility of the Spot Market : Evidence From Bursa Malaysia
The effects of the trade of futures contracts on the underlying spot market volatility and its repercussions, is still debated among financial and economic practitioners. This study investigates the impact of the inception of the trade of futures contracts on the volatility of the underlying Malaysi...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
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| Online Access: | https://eprints.nottingham.ac.uk/25482/ |