The Impacts of the Global Financial Crisis on Stock Market Integration and Hedging Effectiveness : Evidence from Six Selected Asian Markets
The 2007-2009 Global Financial Crisis (GFC) is documented to have marked a tremendous decline in Asian stock market prices and, at the same time, increased the trading volume of the Asian stock index futures contracts. While this decline in stock markets has brought an eminent concern on the Asian s...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2013
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| Online Access: | https://eprints.nottingham.ac.uk/26302/ |