Financial contagion in the futures markets amidst global geo-economic events
This paper examines the occurrence of financial contagion in the futures markets, amidst global geo-economic events, for the period of 2010–2020. Our dataset consists of 40 pairs of futures contracts and underlying spots covering agricultural, energy, stock index, and metal futures. We apply the Wav...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/90967/1/90967_Financial%20contagion%20in%20the%20futures%20markets.pdf http://irep.iium.edu.my/90967/ https://doi.org/10.1016/j.qref.2021.06.021 https://doi.org/10.1016/j.qref.2021.06.021 |
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