Dynamic Relationship Between the Spot and Futures Markets : Empirical Evidence From Malaysian Crude Palm Oil and Stock Index Futures

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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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Bibliographic Details
Main Author:	Mariady, Jenny
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2014
Online Access:	https://eprints.nottingham.ac.uk/27185/

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