Spillovers and directional predictability with a cross-quantilogram analysis : the case of U.S. and Chinese agricultural futures
Huayun Jiang, Jen-Je Su, Neda Todorova, and Eduardo Roca
| Year of publication: |
December 2016
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|---|---|
| Authors: | Jiang, Huayun ; Su, Jen-je ; Todorova, Neda ; Roca, Eduardo |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 12, p. 1231-1255
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| Subject: | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | USA | United States | China | 2000-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21779 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011665641