The subprime crisis and stock index futures markets integration

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The subprime crisis and stock index futures markets integration

Purpose – The purpose of this paper is to examine the effects of the current global crisis on the integration and co-movements of selected stock index futures markets. Design/methodology/approach – Time series techniques of cointegration and weekly data covering the period from January 2001 to Decem...

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Bibliographic Details
Main Authors:	Bakri, Abdul Karim, Jais, Mohamad
Format:	Article
Language:	English
Published:	The Journal of Risk Finance 2011
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/1859/ http://ir.unimas.my/id/eprint/1859/1/Bakri%2C%20Abdul%20Karim.pdf

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