Information flows between the U.S. and China commodity futures trading

Review of Quantitative Finance and Accounting

Volumn 21, Issue 3, 2003, Pages 267-285

  Fung, Hung Gay ^a   Leung, Wai K ^b   Xu, Xiaoqing Eleanor ^c  

^a UNIVERSITY OF MISSOURI ST LOUIS   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^c SETON HALL UNIVERSITY   (United States)

Author keywords

China futures market; Cross market information spillover; GARCH model

Indexed keywords

EID: 4043125940     PISSN: 0924865X     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1027384330827     Document Type: Article

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