| 000 | 02200nam a2200229 4500 | ||
|---|---|---|---|
| 003 | APU | ||
| 005 | 20230626113325.0 | ||
| 008 | 190123b2017 xxu||||| |||| 00| 0 eng d | ||
| 050 | _aPM-32-07 | ||
| 100 | 0 |
_aMOHAMAD ABOU ZEID (TP053159) _941432 |
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| 245 | 1 | 3 |
_aAN ANALYSIS OF THE RELATIONSHIP BETWEEN FTSE ALL-WORLD INDEX AND BLOOMBERG GALAXY CRYPTO INDEX, OIL PRICE AND GOLD PRICE / _cMOHAMAD ABOU ZEID. |
| 260 |
_aKuala Lumpur : _bAsia Pacific University, _c2019. |
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| 300 |
_axii, 90 pages : _billustrations ; _c30 cm. |
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| 502 | _aA thesis submitted in fulfillment of the requirements for the award of the degree of Master in Finance (UCMF1808BFIN). | ||
| 520 | _aThe financialization of the commodity market could mean that there would be volatility spill overs from the commodity market to the financial market as the commodity market is inherently volatile, and with the emergence of the cryptocurrencies which are a relatively new phenomenon, the financial world has become volatile like never before, the problem that remains to be solved is that how these three markets interact with each other and what is the relation that they form. The same assertion has been tested in this study where the aim is to investigate the long and short run relation between the financial, commodity and the crypto markets where the financial market is represented by the Financial Times Stock Exchange All-World index (FTSE All-World index) the commodity market is represented by the most known and significant commodities in the form of Brent crude oil and Gold and the crypto market is represented by the Bloomberg Galaxy Crypto Index (BGCI), the relation between the financial and the commodity market that has been tested before, by the addition of the crypto market it adds novelty to this research. Data employed ranges from 2017 to 2019 on daily basis. | ||
| 650 | 0 |
_aCryptocurrency. _941433 |
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| 650 | 0 |
_aMoney market. _946710 |
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| 650 | 0 |
_aGold _xPrices. _941434 |
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| 700 | 0 |
_aDr. Mitra Saeedi _eSupervisor. _948310 |
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| 856 | 4 | 0 |
_uhttps://cas.apiit.edu.my/cas/login?service=https://library.apu.edu.my/apres/ _yAvailable in APres _z- Requires login to view full text. |
| 942 |
_2lcc _cMasters Theses |
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| 999 |
_c383345 _d383345 |
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