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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| Main Authors: | , |
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| Format: | Working Paper |
| Language: | English |
| Published: |
Emerald
2011
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/236/1/The_subprime_crisis_and_stock_index.pdf http://ir.unimas.my/id/eprint/236/ |
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