Time-varying monetary policy shocks and the dynamics of Chinese commodity prices
Yongjian Lyu, Heling Yi, Jin Cao, Mo Yang
| Year of publication: |
2022
|
|---|---|
| Authors: | Lyu, Yongjian ; Yi, Heling ; Cao, Jin ; Yang, Mo |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 75.2022, p. 1-17
|
| Subject: | Chinese commodity futures market | Monetary policy | Time-varying impulse responses | Geldpolitik | China | Schock | Shock | Rohstoffderivat | Commodity derivative | VAR-Modell | VAR model | Rohstoffpreis | Commodity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101836 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013552469