The relationship between China's real estate market and industrial metals futures market: evidence from non-price measures of the real estate market

DOI10.1007/S10690-021-09334-8MaRDI QIDQ2166068zbMATH OpenOpenAlexFDO

Authors Xiangyu Chen, Jittima Tongurai

Publication date 23 August 2022

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-021-09334-8

zbMATH Keywords

Chinaindustrial metals futures marketreal estate market

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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Cites work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Cointegration analysis of metals futures
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Statistical analysis of cointegration vectors

Cited in

(1)

• Is cross-hedging effective for mitigating equity investment risks in the Indian banking sector?

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