Volatility spillover effects and cross hedging in corn and crude oil futures
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.20499/fullpdf
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3. Cointegration and market efficiency in commodities futures markets;Beck;Applied Economics,1994
4. Emerging equity market volatility;Bekaert;Journal of Financial Economics,1997
5. Dating the integration of world equity markets;Bekaert;Journal of Financial Economics,2002
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