Long memory in asymmetric dependence between LME and Chinese aluminum futures
Year of publication: |
March 2016
|
---|---|
Authors: | Gong, Yuting ; Zheng, Xu |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 3, p. 267-294
|
Subject: | Aluminium | Rohstoffderivat | Commodity derivative | London | Kapitalmarktrendite | Capital market returns | Ansteckungseffekt | Contagion effect | Kointegration | Cointegration | Shanghai |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | LME = London Metal Exchange |
Other identifiers: | 10.1002/fut.21722 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Spot and futures markets linkages : does contango differ from backwardation?
Fernández, Viviana, (2016)
-
Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19
Sharma, Sakshi, (2022)
-
Components of the bid-ask spread and variance : a unified approach
Hagströmer, Björn, (2016)
- More ...
-
A model-free test for contagion between crude oil and stock markets
Pan, Zhiyuan, (2015)
-
A model-free test for contagion between crude oil and stock markets
Pan, Zhiyuan, (2015)
-
Macroeconomic Expectations in Bond Returns
Gong, Yuting, (2022)
- More ...