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Information Transmission Among World Major Gold Futures Markets : Evidence from High Frequency Synchronous Trading Data

Fuangkasem, Rapeesorn - 2012

This study examines the international information transmission among three major gold futures markets namely COMEX, MCX, and TOCOM. Two well documented approaches, which are VECM and information share, are utilized to measure the process of price discovery under this trivariate system. The...

Persistent link: https://www.econbiz.de/10013101835

A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries

Pavlova, Ivelina; DeBoyrie, Maria Eugenia; Parhizgari, … - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 10-22

Persistent link: https://www.econbiz.de/10012034496

Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries

Bouri, Elie; DeBoyrie, Maria Eugenia; Pavlova, Ivelina - In: International review of financial analysis 49 (2017), pp. 155-165

Persistent link: https://www.econbiz.de/10011741285

Equities and commodities comovements : evidence from emerging markets

DeBoyrie, Maria Eugenia; Pavlova, Ivelina - In: Global economy journal : GEJ 18 (2018) 3, pp. 1-14

Persistent link: https://www.econbiz.de/10011897275

Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis

Massaporn Cheuathonghua; DeBoyrie, Maria Eugenia; … - In: International review of financial analysis 80 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013366188