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- W2017328530 abstract "The purpose of this article is to contribute to the research on informationally linked markets by investigating the relationships between the Chinese copper futures market and its London counterparts. There is a long run relationship between the Shanghai Futures Exchanges (SFE) with London Metals Exchange (LME) copper futures prices. Furthermore, we find that three regime Markov switching model with changing intercept and variance turns out to be good description of the data. The influence of LME on SFE is bigger than that of SFE on LME." @default.
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- W2017328530 modified "2023-10-17" @default.
- W2017328530 title "Price discovery for copper futures in informationally linked markets" @default.
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- W2017328530 doi "https://doi.org/10.1080/13504850701578801" @default.
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