Title of article :
Cross-market linkages between U.S. and Japanese precious metals futures trading
Author/Authors :
Xiaoqing Eleanor Xu، نويسنده , , Hung-Gay Fung، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Volatility spillover , Bivariate GARCH , Precious metals futures , Pricing transmission
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money