Cross-Market Linkages Between U.S. and Japanese Precious Metals Futures Trading

Xiaoqing Eleanor Xu; Hung-Gay Fung

doi:10.1016/j.intfin.2004.03.002

Cross-Market Linkages Between U.S. and Japanese Precious Metals Futures Trading

Xiaoqing Eleanor Xu, Hung-Gay Fung

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of International Financial Markets, Institutions and Money
Volume	15
DOIs	https://doi.org/10.1016/j.intfin.2004.03.002
State	Published - Apr 1 2005

Disciplines

Economics
Finance

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title = "Cross-Market Linkages Between U.S. and Japanese Precious Metals Futures Trading",

author = "Xu, {Xiaoqing Eleanor} and Hung-Gay Fung",

note = "We use a bivariate asymmetric GARCH model to examine patterns of across-market information flows for gold, platinum, and silver futures contracts trad...",

year = "2005",

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doi = "10.1016/j.intfin.2004.03.002",

language = "American English",

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journal = "Journal of International Financial Markets, Institutions and Money",

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T1 - Cross-Market Linkages Between U.S. and Japanese Precious Metals Futures Trading

AU - Xu, Xiaoqing Eleanor

AU - Fung, Hung-Gay

N1 - We use a bivariate asymmetric GARCH model to examine patterns of across-market information flows for gold, platinum, and silver futures contracts trad...

PY - 2005/4/1

Y1 - 2005/4/1

UR - https://www.sciencedirect.com/science/article/pii/S1042443104000654

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DO - 10.1016/j.intfin.2004.03.002

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VL - 15

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

ER -

Cross-Market Linkages Between U.S. and Japanese Precious Metals Futures Trading

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