The subprime crisis and stock index futures markets integration

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The subprime crisis and stock index futures markets integration

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 December 2009 w...

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Bibliographic Details
Main Authors:	Karim, Bakri Abdul, Jais, Mohamad
Format:	Working Paper
Language:	English
Published:	Emerald 2011
Subjects:	HF Commerce HG Finance
Online Access:	http://ir.unimas.my/id/eprint/236/ http://ir.unimas.my/id/eprint/236/1/The_subprime_crisis_and_stock_index.pdf

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