The dynamic relationships between cash and futures market: the Malaysian experience under a shift from flexible to fixed exchange regimes

The purpose of this study is to examine the dynamic relationships between the Kuala Lumpur Stock Exchange Composite Index (KLSE CI) (currently known as FTSE Bursa Malaysia KLCI) and the Kuala Lumpur Stock Exchange Composite Index Futures (KLSE CI Futures), spot month futures contract under a shift f...

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Bibliographic Details
Main Authors: Wong, Mei Foong, Goh, Han Hwa, Thai, Siew Bee, Ong, Tze San
Format: Article
Language:English
Published: Serials Publications 2015
Online Access:http://psasir.upm.edu.my/id/eprint/46544/1/The%20dynamic%20relationships%20between%20cash%20and%20futures%20market%20the%20Malaysian%20experience%20under%20a%20shift%20from%20flexible%20to%20fixed%20exchange%20regimes.pdf
http://psasir.upm.edu.my/id/eprint/46544/
http://www.serialspublications.com/journals/journal-detail.php?jid=30
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