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Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures |
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| Authors: | Huayun Jiang Jen‐Je Su Neda Todorova Eduardo Roca |
| Institution: | 1. Huayun Jiang is a PhD candidate at the Griffith Business School, Griffith University, Australia;2. Jen‐Je Su is a Senior Lecturer in Economics at the Griffith Business School, Griffith University, Australia;3. Neda Todorova is a Senior Lecturer in Finance at the Griffith Business School, Griffith University, Australia;4. Eduardo Roca is a Professor in Finance at the Griffith Business School, Griffith University, Australia |
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