Ge, Yongbo; Cao, Tingting; Jiang, Ruchuan; Liu, Peide; … - In: Journal of business economics and management 20 (2019) 6, pp. 1083-1101
and state-space perspective, this paper aims to explore the price discovery function of iron ore futures on the DCE … short-term information shocks, iron ore futures in DCE have an obviously price discovery function by the analysis of impulse … relationship dynamic contribution for price discovery function of DCE's iron ore futures remains stable between 60% and 70% now. …