Dynamic Relationship Between the Spot and Futures Markets : Empirical Evidence From Malaysian Crude Palm Oil and Stock Index Futures
The dynamic relationship, specifically the long-run and short-run association between the spot and the futures market has been empirically investigated in this study. Utilizing data from two of the most actively-traded futures market in Malaysia, FCPO with maturities of spot-month, 1-, 2-, 3- and 4-...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
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| Online Access: | https://eprints.nottingham.ac.uk/27185/ |