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Several years ago, there were crises on mortgage that resulted in a serious thread on financial systems in the United States of America and other developed and developing countries. However, some scholars are of the view that the pro-cyclical nature of the bank led to this serious incident. In...
Persistent link: https://www.econbiz.de/10011985709
This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market and relevant markets through Johansen cointegration test, VEC model and GARCH model. The empirical results indicated that the Chinese cornstarch futures price could guide...
Persistent link: https://www.econbiz.de/10011988811
This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market and relevant markets through Johansen cointegration test, VEC model and GARCH model. The empirical results indicated that the Chinese cornstarch futures price could guide...
Persistent link: https://www.econbiz.de/10011887432