The Relationship Between China’s Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market

By using non-price indicators of the real estate market, this paper examines the relationship between the real estate market and the industrial metals futures market in China during the 2004–2019 period. Empirical findings from a vector autoregression model (VAR), a causality study, and cointegratio...

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Veröffentlicht in:	Asia-Pacific financial markets 2021-12, Vol.28 (4), p.527-561
Hauptverfasser:	Chen, Xiangyu, Tongurai, Jittima
Format:	Artikel
Sprache:	eng
Schlagworte:	Copper Econometrics Economic Theory/Quantitative Economics/Mathematical Methods Economics and Finance Empirical analysis Finance Futures market Impulse response Indicators International Economics Macroeconomics/Monetary Economics//Financial Economics Metals Original Research Real estate Rebar Response functions
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