We use a bivariate asymmetric GARCH model to examine patterns of across-market
information flows for gold, platinum, and silver futures contracts traded in both the US and …

The global value of trading in index futures is about $20 trillion per year and rising and for
many countries the value traded is similar to that traded on their stock markets. This book …

Using a bivariate GARCH model, we examine patterns of information flows for three
commodity futures traded in both the developed US market and the emerging China market …

Purpose–The purpose of this paper is to examine the price discovery and volatility spillovers
in spot and futures prices of four currencies (namely, USD/INR, EURO/INR, GBP/INR and …

This study examines the information flow and market efficiency between the metallurgical
futures markets of the United States and China over a ten‐year span from 1999 to 2009 …

This paper examines the cross-correlation properties of agricultural futures markets between
the US and China using a cross-correlation statistic test and multifractal detrended cross …

This paper investigates the cross market linkages of Indian commodity futures for nine
commodities with futures markets outside India. These commodities range from highly …

Over the past year, there has been considerable debate about how the slowing of the US
economy could affect other countries. The concerns of investors and policymakers alike …

Purpose This study examines the dynamic linkages between the Indian Nifty index futures
traded on the offshore Singapore Exchange (SGX) and US stock indices (DJIA, NASDAQ …

This paper studies price discovery in Nikkei 225 markets through the nonlinear smooth
transition price adjustments between spot and future prices and across all three futures …