1Booth, G. G., Brockman, P., and Tse, Y., "The Relationship between US and Canadian Wheat Futures", Applied Financial Economics, 1998, 8, 73-80.
2Booth, G. G., Lee, T. H., and Tse, Y., "International Linkages in the Nikkei Stock Index Futures Markets", Pacific Basin Finance Journal, 1996, 4, 59-76.
3Garbade, K. D., and Silber, W. L., "Price Movements and Price Discovery in Futures and Cash Market", Review of Economics and Statistics, 1983, 65, 289-297.
4Granger, C. W. J., " Investigating Causal Relations by Econometric Models and Cross Spectral Method", Econometrica, 1969, 37, 424-438.
5Granger, C. W, J., "Some Recent Developments in A Concept of Causality", Journal of Econometrics, 1988, 39, 199-211.
6Hung, M. and Zhang, H., "Price Movement and Price Discovery in the Municipal Bond Index and the Index Futures Markets", The Journal of Futures Markets, 1995, 15, 489-506.
7Johansen, S., "Statistical Analysis of Cointegrating Vectors", Journal of Economic Dynamics and Control, 1988, 12, 231-254.
8Lutkepohl, H., Introduction to Multiple Time Series Analysis. Springer-Verlag, 1991.
9Pesaran, M. H. and Shin, Y., "Impulse Response Analysis in Linear Multivariate Models", Economics Letters, 1998, 58, 17-29.
10Pizzi, M. A., Economopoulos, A. J., and O'Neil, H. M., "An Examination of the Relationship between Stock Index Cash and Futures Markets: A Cointegration Approach", The Journal of Futures Markets, 1998, 18, 297-305.