The relationship between Asian equity and commodity futures markets

Thuraisamy, Kannan, Sharma, Susan Sunila and Ali Ahmed, Huson Joher 2013, The relationship between Asian equity and commodity futures markets, Journal of Asian economics, vol. 28, pp. 67-75, doi: 10.1016/j.asieco.2013.04.003.

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Title The relationship between Asian equity and commodity futures markets
Author(s) Thuraisamy, KannanORCID iD for Thuraisamy, Kannan
Sharma, Susan SunilaORCID iD for Sharma, Susan Sunila
Ali Ahmed, Huson JoherORCID iD for Ali Ahmed, Huson Joher
Journal name Journal of Asian economics
Volume number 28
Start page 67
End page 75
Total pages 9
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2013-10
ISSN 1049-0078
Keyword(s) equity markets
gold futures
oil futures
volatility spillover
Language eng
DOI 10.1016/j.asieco.2013.04.003
Field of Research 150202 Financial Econometrics
Socio Economic Objective 910206 Market-Based Mechanisms
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2013, Elsevier
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Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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Created: Sun, 24 Nov 2013, 14:51:37 EST by Katrina Fleming

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