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Information Transmission in Informationally Linked Markets: Evidence from US and Chinese Commodity Futures Markets
Commodity futures Informationally linked markets Synchronous and non-synchronous trading Price discovery
2014/1/13
This paper investigates information transmission and price discovery in informationally linked markets within the multivariate generalized autoregressive conditional heteroskedasticity and information...
China’s Internal Borders: Evidence from the Business Cycle Correlations across Chinese Cities
Border effect Market integration Business cycle correlation
2011/4/2
We measure the correlations between two cities’ real GDP growth rates (a measure of business cycle correlations) to capture the degree of segmentation across China’s provincial and regional borders.
Forming Kuznets Curve among Chinese Provinces
regional disparity convergence catch-up Kuznets curve Theil index
2009/5/7
As coastal areas in China achieved economic growth, income disparities between the rural and urban areas have become prominent, and this trend can be measured using Gini coefficients and Theil indice...
Forming Kuznets Curve among Chinese Provinces
regional disparity convergence catch-up Kuznets curve Theil index
2010/12/7
As coastal areas in China achieved economic growth, income disparities between the rural and urban areas have become prominent, and this trend can be measured using Gini coefficients and Theil indices...