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Exogenous Shocks and Information Transmission in Global Copper Futures Markets

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  • Libo Yin
  • Liyan Han
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    Article provided by John Wiley & Sons, Ltd. in its journal Journal of Futures Markets.

    Volume (Year): 33 (2013)
    Issue (Month): 8 (08)
    Pages: 724-751

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    Handle: RePEc:wly:jfutmk:v:33:y:2013:i:8:p:724-751

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    Cited by:
    1. Kim, Jun Sik & Ryu, Doojin, 2014. "Intraday price dynamics in spot and derivatives markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 247-253.

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