𝔖 Bobbio Scriptorium
✦   LIBER   ✦

FUTURE POLICY UNCERTAINTY, EFFORT, AND THE RESPONSIVENESS OF OUTPUT TO MARKET SIGNALS

✍ Scribed by Joshua Aizenman; Peter Isard


Book ID
110981215
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
464 KB
Volume
45
Category
Article
ISSN
0307-3378

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This study investigates the response of returns and volume to different information shocks in China's commodity futures markets using bivariate moving average representation (BMAR) and bivariate vector autoregression (BVAR) methodologies. Consistent with the conclusions from stock market studies tha