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Exogenous Shocks and Information Transmission in Global Copper Futures Markets
16 references·0 citing·38 second hop
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2005Market Integration and Contagion1,061 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 2010Index Investment and Financialization of Commodities723 cited
  • 2005Stock Market Uncertainty and the Stock-Bond Return Relation655 cited
  • 2012Financialization, crisis and commodity correlation dynamics650 cited
  • 2009Commodity prices, interest rates and the dollar544 cited
  • 1996Competitive Storage and Commodity Price Dynamics524 cited
  • 2001Measuring Contagion: Conceptual and Empirical Issues514 cited
  • 2005Shock and volatility transmission in the oil, US and Gulf equity markets417 cited
  • 2008The Effect of Monetary Policy on Real Commodity Prices398 cited
  • 2006A power GARCH examination of the gold market386 cited

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Modelling the impact of oil prices on Vietnam’s stock prices
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