Spillover effects in the Malaysian palm oil futures and cash markets
This paper examines the intertemporal information transmission mechanism between the palm oil futures market and the physical cash market in Malaysia. It is shown that as an important feature in the emerging futures market, the spillover effects between the two markets are bi-directional and the rol...
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Malaysian Journal of Economic Studies, University of Malaya
2003
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| Online Access: | http://www.myjurnal.my/public/article-view.php?id=49373 |