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Applied Financial Economics Letters Volume 4, 2008 - Issue 1
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Original Articles

The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM

Hui-Na Lin Department of Finance and Banking, Chihlee Institute of Technology and Tamkang University, Taiwan
,
Shu-Mei Chiang Department of Finance, Lunghwa University of Science and Technology, TaiwanCorrespondence[email protected]
&
Kun-Hong Chen Department of Finance and Banking, TamKang University, Taiwan
Pages 19-24 | Published online: 25 Jan 2008

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Soumaya Yaakoubi. (2023) Investor sentiment and skewness risk premium. Applied Economics 0:0, pages 1-15.
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Hasan F. Baklaci, Ömür Süer & Tezer Yelkenci. (2016) Volatility Linkages Among Gold Futures in Emerging Markets. Emerging Markets Finance and Trade 52:1, pages 1-9.
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Brian M. Lucey, Charles Larkin & Fergal O’Connor. (2014) Gold markets around the world – who spills over what, to whom, when?. Applied Economics Letters 21:13, pages 887-892.
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BrianM. Lucey, Charles Larkin & FergalA. O'Connor. (2013) London or New York: where and when does the gold price originate?. Applied Economics Letters 20:8, pages 813-817.
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Wo-Chiang Lee & Hui-Na Lin. (2012) Threshold effects in the relationships between USD and gold futures by panel smooth transition approach. Applied Economics Letters 19:11, pages 1065-1070.
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Articles from other publishers (14)

Sanjay Sehgal, Neharika Sobti & Florent Diesting. (2021) Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange‐traded fund?. Journal of Futures Markets 41:7, pages 1092-1123.
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S. Maria Immanuvel & D. Lazar. (2020) Does Information Spillover and Leverage Effect Exist in World Gold Markets?. Global Business Review, pages 097215091988547.
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Caihong Xu & Dong Zhang. (2018) Market openness and market quality in gold markets. Journal of Futures Markets 39:3, pages 384-401.
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HASAN F. BAKLACI, ÖMÜR SÜER & TEZER YELKENCİ. (2018) PRICE LINKAGES AMONG EMERGING GOLD FUTURES MARKETS. The Singapore Economic Review 63:05, pages 1345-1365.
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Muzhao Jin, Youwei Li, Jianxin Wang & Yung Chiang Yang. (2018) Price discovery in the Chinese gold market. Journal of Futures Markets 38:10, pages 1262-1281.
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Mala DuttSanjay Sehgal. (2018) Domestic and International Information Linkages between Gold Spot and Futures Markets: An Empirical Study for India. Metamorphosis: A Journal of Management Research 17:1, pages 1-17.
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Sangram Keshari Jena, Aviral Kumar Tiwari & David Roubaud. (2018) Comovements of gold futures markets and the spot market: A wavelet analysis. Finance Research Letters 24, pages 19-24.
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Min Lin, Gang-Jin Wang, Chi Xie & H. Eugene Stanley. (2018) Cross-correlations and influence in world gold markets. Physica A: Statistical Mechanics and its Applications 490, pages 504-512.
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Gang-Jin Wang, Chi Xie, Zhi-Qiang Jiang & H. Eugene Stanley. (2016) Extreme risk spillover effects in world gold markets and the global financial crisis. International Review of Economics & Finance 46, pages 55-77.
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Martin Hauptfleisch, Tālis J. Putniņš & Brian Lucey. (2016) Who Sets the Price of Gold? London or New York. Journal of Futures Markets 36:6, pages 564-586.
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Jiankang Jin, Chen Jie & Quanda Zhang. (2014) Analysis on the Impact of the Fluctuation of the International Gold Prices on the Chinese Gold Stocks. Discrete Dynamics in Nature and Society 2014, pages 1-6.
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Martin Hauptfleisch, TTlis J. Putniii & Brian M. Lucey. (2015) Who Sets the Price of Gold? London or New York?. SSRN Electronic Journal.
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Brian M. Lucey, Fergal A. O'Connor & Charles James Larkin. (2014) Gold Markets Around the World Who Spills Over What, to Whom, When?. SSRN Electronic Journal.
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Brian M. Lucey, Charles James Larkin & Fergal A. O'Connor. (2012) London or New York: Where and When Does the Gold Price Originate?. SSRN Electronic Journal.
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