Price Discovery on the International Soybean Futures Markets: A Threshold Co-Integration Approach
Author:
Affiliation:
1. Chao Li is a PhD candidate at Department of Economics; Iowa State University; Ames, Iowa
2. Dermot J. Hayes is a Pioneer Chair in Agribusiness at Department of Economics; Iowa State University; Ames, Iowa
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference21 articles.
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4. Christofoletti , M. A. Silva , R. Mattos , F. 2012
5. Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs;Chu;International Review of Financial Analysis,1999
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