Information transmission in informationally linked markets : evidence from US and Chinese commodity futures markets
Year of publication: |
2011
|
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Authors: | Liu, Qingfu ; An, Yunbi |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 30.2011, 5, p. 778-795
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Subject: | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Agrarmarkt | Agricultural market | Kointegration | Cointegration | USA | United States | China |
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