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Fractional cointegration and price discovery in Canadian commodities
Xu, Ke; Stewart, Kenneth G.; Cao, Zeyang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10014225743
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The impact of RMB's SDR inclusion on price discovery in onshore-offshore markets
Chen, Yu-Lun; Xu, Ke - In: Journal of banking & finance 127 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012820935
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - In: Journal of empirical finance 38 (2016), pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
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Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng; Chen, Jian; Song, Victor; Xu, Ke - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013413582