The International Transmission of Arbitrage Information Across Futures Markets
نویسندگان
چکیده
منابع مشابه
Transmission of International Prices of Corn to Iranian Domestic Markets
Market volatility remains one of the most important research fields in agricultural economics.Interestingly, price transmission mechanism seems to be symmetric in sectors that are likely to be of high political power.This paper analyzes the price transmission effects from international markets to domestic markets for corn in Iran. For this purpose, we estimate the elasticity of substitution bet...
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ژورنال
عنوان ژورنال: Journal of Business Finance <html_ent glyph="@amp;" ascii="&"/> Accounting
سال: 2005
ISSN: 0306-686X,1468-5957
DOI: 10.1111/j.0306-686x.2005.00619.x