The impact of macroeconomic news on Chinese futures
Year of publication: |
2019
|
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Authors: | Liu, Ruobing ; Yang, Jianhui ; Ruan, Chuan-Yang |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 7.2019, 4/63, p. 1-14
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Subject: | China futures market | GARCH-MIDAS | long-run variance | macroeconomic fundamentals | China | Wirkungsanalyse | Impact assessment | Ankündigungseffekt | Announcement effect | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Derivat | Derivative | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs7040063 [DOI] hdl:10419/257661 [Handle] |
Classification: | E27 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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