Narrow search
Showing 1 - 3 of 3
Cover Image
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Cover Image
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: International review of economics & finance : IREF 47 (2017), pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Cover Image
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin; Liu, Chia-Ping; McAleer, Michael - In: Energy economics 81 (2019), pp. 779-792
Persistent link: https://www.econbiz.de/10012172983