Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi
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- Ziliang Yu & Jian Yang & Robert I. Webb, 2023. "Price discovery in China's crude oil futures markets: An emerging Asian benchmark?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(3), pages 297-324, March.
- Yanping Zhao & Zaghum Umar & Xuan Vinh Vo, 2021. "Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1843-1860, November.
- Lei Ming & Xinran Zhang & Qianqiu Liu & Shenggang Yang, 2020. "A revisit to the hedge and safe haven properties of gold: New evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(9), pages 1442-1456, September.
- Xuedong Wu & Jeffrey H. Dorfman & Berna Karali, 2018.
"The impact of data frequency on market efficiency tests of commodity futures prices,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 696-714, June.
- Wu, Xuedong & Dorfman, Jeffrey H. & Karali, Berna, 2015. "The Impact of Data Frequency On Stationarity Tests Of Commodity Futures Prices," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205569, Agricultural and Applied Economics Association.
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