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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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    Bibliographic Info

    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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    Web page: http://www.interscience.wiley.com/jpages/0270-7314/

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    References

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    7. Malik, Farooq & Hammoudeh, Shawkat, 2007. "Shock and volatility transmission in the oil, US and Gulf equity markets," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 357-368.
    8. Liu, Qingfu & An, Yunbi, 2011. "Information transmission in informationally linked markets: Evidence from US and Chinese commodity futures markets," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 778-795, September.
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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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