Essays about: "Hang Seng Index Futures market"

Found 2 essays containing the words Hang Seng Index Futures market.

1. 1. The potential benefits of investing in commodities : A study of the properties related to the investment in several commodities and adding them to stock portfolios

   University essay from Umeå universitet/Företagsekonomi

   Author : Mattia Franch; Bahaa Shehabi; [2016]
   Keywords : Stock index; commodity; futures; return; volatility; safe-haven; hedge; portfolio; diversification; correlation; optimal weights;

   Abstract : Investing in commodities may have important benefits for investors but only in the last few decades have they started to think more about this possibility. Furthermore, large investors are more inclined to change their own personal view. READ MORE

3. 2. Empirical Research on Information Transmission in the Hang Seng Index Markets: Evidence from Index Futures, Flagship Index and Finance Index

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Lang Qin; Yang Zhou; [2013]
   Keywords : Hang Seng Index Futures market; Volatility Spillovers; Financial Crisis; BEKK model; Business and Economics;

   Abstract : This paper investigates the price discovery mechanism in the Hang Seng Index markets. The analysis is based on the cross-market volatility spillover effects by using the daily sets of Hang Seng Index (HSI), Hang Seng Finance Index (HSFIN), and Hang Seng Index futures (HSCIS00). READ MORE