Volatility transmission in maize futures markets of major exporters-Reference-Cited by-同舟云学术

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Volatility transmission in maize futures markets of major exporters

Published:2019-07-03 Issue:3 Volume:48 Page:173-187
ISSN:1029-3523
Container-title:Investment Analysts Journal
language:en
Short-container-title:Investment Analysts Journal

Author:

Sayed Ayesha¹^ORCID,Auret Christo²^ORCID

Affiliation:

1. Lecturer of Finance, School of Economic and Business Sciences, University of the Witwatersrand, Johannesburg, South Africa

2. Head of Finance Division, School of Economic and Business Sciences, University of the Witwatersrand, Johannesburg, South Africa

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/10293523.2019.1626602

Reference40 articles.

1. Generalized autoregressive conditional heteroskedasticity

2. Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model

3. International transmission on information in corn futures markets

4. The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Impact of USDA Wasde Announcements on South African White Maize Futures Prices;Eurasian Studies in Business and Economics;2024

2. What Leads to the Changes of Volatility Spillover Effect Between Chinese and American Soybean Futures Markets?;Emerging Markets Finance and Trade;2023-03-08

3. The effects of uncertainty on investor expectations and volatility in the South African white maize futures market;Investment Analysts Journal;2020-06-26

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