Market quality and the connectedness of steel rebar and other industrial metal futures in China

We examine the market quality of China's steel rebar futures, along with three other important industrial metal futures. Steel rebar futures are the most active metal futures contracts in China. Our analyses show that while steel rebar and copper futures are comparable in terms of informational...

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Bibliographic Details
Main Authors: Indriawan, I. (Author), Liu, Q. (Author), Tse, Y. (Author)
Format: Article
Language:English
Published: Wiley-Liss Inc. 2019
Subjects:
Online Access:View Fulltext in Publisher