Financial contagion in the futures markets amidst global geo-economic events

• Main Authors: Zainudin, Ahmad Danial, Mohamad, Azhar
• Format: Article
• Language: English
• Published: Elsevier 2021
• Subjects: HG4501 Stocks, investment, speculation
• Online Access: http://irep.iium.edu.my/90967/1/90967_Financial%20contagion%20in%20the%20futures%20markets.pdf; http://irep.iium.edu.my/90967/; https://doi.org/10.1016/j.qref.2021.06.021; https://doi.org/10.1016/j.qref.2021.06.021
• Institution: Universiti Islam Antarabangsa Malaysia

This paper examines the occurrence of financial contagion in the futures markets, amidst global geo-economic events, for the period of 2010–2020. Our dataset consists of 40 pairs of futures contracts and underlying spots covering agricultural, energy, stock index, and metal futures. We apply the Wav...