Information Flows Between the U.S. and China Commodity Futures Trading

TY - JOUR

T1 - Information Flows Between the U.S. and China Commodity Futures Trading

AU - Fung, Hung-Gay

AU - Leung, Wai K

AU - Xu, Xiaoqing Eleanor

N1 - Using a bivariate GARCH model, we examine patterns of information flows for three commodity futures traded in both the developed U.S. market and the emerging China market (copper, soybeans and wheat). For copper and soybeans, the two commodities that are subject to less government regulation and fewer import restrictions in China, we find that the U.S.

PY - 2003/1/1

Y1 - 2003/1/1

UR - https://link.springer.com/article/10.1023/A:1027384330827

U2 - 10.1023/A:1027384330827

DO - 10.1023/A:1027384330827

M3 - Article

VL - 21

JO - Review of Quantitative Finance and Accounting

JF - Review of Quantitative Finance and Accounting

ER -