Relationship between Crude Palm Oil (CPO) Futures prices
and Selected Southeast Asia Equity Market-Empirical Evidence

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Relationship between Crude Palm Oil (CPO) Futures prices and Selected Southeast Asia Equity Market-Empirical Evidence

The relationship between commodities market and equities market has been known to have a negative correlation close to no correlation and generally have no volatility spillover exists between both of the markets. Therefore, there is diversification benefit as while one market is going down, another...

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Bibliographic Details
Main Author:	Siaw, Louis Kai Ying
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/28608/

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