Risk spillovers between the BRICS and the U.S. staple grain futures markets
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DOI: 10.1016/j.frl.2025.106835
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- Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou, 2024. "Risk spillovers between the BRICS and the U.S. staple grain futures markets," Papers 2412.15738, arXiv.org, revised Dec 2024.
References listed on IDEAS
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More about this item
Keywords
Risk spillovers; Grain futures markets; BRICS; Cross-market linkages; R2 decomposition;All these keywords.
JEL classification:
- R2 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis
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