Showing 1 - 10 of 26
Persistent link: https://www.econbiz.de/10012548997
Persistent link: https://www.econbiz.de/10012607096
Persistent link: https://www.econbiz.de/10013272858
Persistent link: https://www.econbiz.de/10011950934
Persistent link: https://www.econbiz.de/10013457289
Persistent link: https://www.econbiz.de/10014472504
Persistent link: https://www.econbiz.de/10010217647
Persistent link: https://www.econbiz.de/10013357269
Persistent link: https://www.econbiz.de/10013494265
In this paper, we examine the role that the Dalian Commodity Exchange (DCE) plays in the global price discovery of soybean futures. We employ Structural Vector Autoregressive (SVAR) and Vector Error Correction (VEC) models on the returns of the DCE and the Chicago Board of Trade (CBOT) soybean...
Persistent link: https://www.econbiz.de/10013087293