Lien, Donald; Yang, Li - In: International Journal of Managerial Finance 5 (2009) February, pp. 135-149
Purpose – The purpose of this paper is to investigate the short-run return and volatility spill-overs across three major international copper futures markets: London Metal Exchange (LME), New York Mercantile Exchange (NYMEX), and Shanghai Futures Exchange (SHFE). Design/methodology/approach...
