@article{cfd570a804cc41c3995ab11643a4f802,
title = "International Equity Index and Currency Futures: Commodity Currencies or Emerging vs. Developed Markets?",
author = "Krause, \{Timothy A.\} and Yiuman Tse",
note = "Equity index futures in both emerging and developing markets that are net commodity exporters are strongly linked to their respective currency futures markets. Unconditional correlations among equity and currency futures are the highest for these net basic materials producers in both emerging and developed markets.",
year = "2017",
month = oct,
day = "9",
doi = "10.1080/1540496X.2017.1377608",
language = "American English",
volume = "54",
journal = "Emerging Markets Finance and Trade",
}