Wen, Tian; Li, Ping; Chen, Lei; An, Yunbi - In: Journal of management science and engineering 8 (2023) 3, pp. 325-341
In March 2018, the US used an immense trade deficit as an excuse to provoke trade friction with China. This study uses … the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean … futures markets in China and the United States. Results indicate that the Sino-US trade friction weakened the return spillover …