Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint

DOI10.1016/J.ECONLET.2023.111269MaRDI QIDQ6093799zbMATH OpenOpenAlexFDO

Authors Flavia Corneli, Fabrizio Ferriani, Andrea Gazzani

Publication date 12 September 2023

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2023.111269

zbMATH Keywords

Chinamacroeconomic announcementscommodity pricesinternational spilloversglobal financial cycle

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index
• China’s Model of Managing the Financial System

Cited in

(5)

• The impact of US macroeconomic news announcements on Chinese commodity futures
• Macroeconomic impacts on commodity prices: China vs. the United States
• Macroeconomic news, business cycles and Australian financial markets
• News, noise, and Indian business cycle
• China spillovers: new evidence from time-varying estimates

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