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There is wide interest in both management circles and service industries in forecasts of the future uptake of computers on farm and horticultural businesses. Similarly, knowledge of how computer owning managers are utilizing them is of interest. From a 1992/93 postal survey of a stratified...
Persistent link: https://www.econbiz.de/10009445240
This paper uses the one-factor models proposed by Chan, Karolyi, Longstaff and Sanders (CKLS, 1992) to study the short-term interest rate in China. Nine stochastic models of the short-term interest rate were estimated with GMM. For the Chinese one-month inter bank loan rate, the research finds...
Persistent link: https://www.econbiz.de/10009444771
This paper examines time-varying price discovery of the Chinese stock index futures market during a stock market crash in 2015. We find that the index futures market plays a long-run leading role in terms of its higher static and dynamic generalised information share (GIS) than both the Shanghai...
Persistent link: https://www.econbiz.de/10015257821