@article{cedbe4d3fa5d4042b8eaaeeb0db2e1cd,
title = "The Relationship between U.S. and Canadian Wheat Futures Markets",
author = "Yiuman Tse and Booth, {G. Geoffrey} and Paul Brockman",
note = "The purpose of this paper is to investigate the relationship between US and Canadian wheat futures prices in order to analyse the degree of information spillover between the futures exchanges of both countries. Although considerable research has focused on the relationship between US and Canadian equity markets, little work has been conducted on their respective future markets.",
year = "1998",
language = "American English",
volume = "8",
journal = "Applied Financial Economics",
}