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International linkages in Euromark futures markets: Information transmission and market integration

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  • Yiuman Tse

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  • Yiuman Tse, 1998. "International linkages in Euromark futures markets: Information transmission and market integration," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(2), pages 129-149, April.
    • Handle: RePEc:wly:jfutmk:v:18:y:1998:i:2:p:129-149
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    Cited by:

    1. Xiurong Chen & Yixiang Tian & Rubo Zhao, 2017. "Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model—An empirical analysis of stock–bond correlations," PLOS ONE, Public Library of Science, vol. 12(8), pages 1-14, August.
    2. Kenneth Yung & Yen-Chih Liu, 2009. "Implications of futures trading volume: Hedgers versus speculators," Journal of Asset Management, Palgrave Macmillan, vol. 10(5), pages 318-337, December.
    3. Sogiakas, Vasilios & Karathanassis, George, 2015. "Informational efficiency and spurious spillover effects between spot and derivatives markets," Global Finance Journal, Elsevier, vol. 27(C), pages 46-72.
    4. Wan, Jer-Yuh & Kao, Chung-Wei, 2009. "Price discovery in Taiwan's foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 77-93, February.

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