The dynamic price function discovery between FBM KLCI Index (KLCI) and FBM KLCI Futures (FKLI): evidence pre and during COVID-19 pandemic in Malaysia
The dynamic price function discovery within the lead-lag relationship in Malaysia between FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLCI) and FTSE Bursa Malaysia Kuala Lumpur Composite Index futures (FKLI) before and during the COVID-19 pandemic has been empirically studied in this thesis. T...
| Main Author: | Azmin, Muhammad Auquasyah |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2023
|
| Online Access: | https://eprints.nottingham.ac.uk/71178/ |
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