Dynamic spillovers between Shanghai and London nonferrous metal futures markets
Year of publication: |
November 2016
|
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Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 19.2016, p. 181-188
|
Subject: | Dynamic spillovers | Financial crisis | Spillover index | Nonferrous metal futures | Spillover-Effekt | Spillover effect | Metallmarkt | Metal market | Finanzkrise | Rohstoffderivat | Commodity derivative | Metallindustrie | Metal industry | Shanghai | Volatilität | Volatility |
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