The Effect of Structural Change on Information Flow Between the U.S. and Chinese Agricultural Futures Markets-Reference-Cited by-同舟云学术

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The Effect of Structural Change on Information Flow Between the U.S. and Chinese Agricultural Futures Markets

Published:2013-07 Issue:4 Volume:46 Page:25-48
ISSN:1097-1475
Container-title:The Chinese Economy
language:en
Short-container-title:The Chinese Economy

Author:

Lee Kuei-Chih¹,Lin Ching-Chung²,Liao Tung Liang³

Affiliation:

1. a Department of International Trade, National Taichung University of Science and Technology, Taichung, Taiwan

2. b Department of Finance, Southern Taiwan University of Science and Technology, Tainan, Taiwan

3. c Department of Finance, Feng Chia University, Taichung, Taiwan

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance

Link

https://www.tandfonline.com/doi/pdf/10.2753/CES1097-1475460402

Reference27 articles.

1. Structural Breaks in the U. S. Inflation Process;M. Aissa;Applied Economics Letters,2003

2. Private Information, Trading Volume, and Stock-Return Variances;M. Barclay;Review of Financial Studies,1990

3. Estimation and Inference in Nonlinear Structural Models;E. Berndt;Annals of Economic and Social Measurement,1974

4. Bloomberg News. 2011. "Corn Imports by China May Gain to Record on State Restocking, Hog Herds," July 29.

5. Bloomberg News. 2012. "China May Become Top Corn Importer by 2014, Displacing Japan," April 17.

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1. Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model;PLOS ONE;2024-03-06

2. What Leads to the Changes of Volatility Spillover Effect Between Chinese and American Soybean Futures Markets?;Emerging Markets Finance and Trade;2023-03-08

3. Applying Trend Following Strategy in Chinese Commodity Futures Market: The Case of the Moving Average Converge Divergence Indicator;Applied Economics and Policy Studies;2023

4. Speculation and volatility-A time-varying approach applied on Chinese commodity futures markets;Journal of Futures Markets;2018-11-26

5. Speculative activity and returns volatility of Chinese agricultural commodity futures;Journal of Asian Economics;2018-02

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