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	Contagion effect analysis of financial crisis in soybean futures markets based on copula functions
	Chen, Jianbao ; Yang, Ting ; Zhou, Huobiao ; Chen JB(陈建宝)
	2012
关键词	Oilseeds
英文摘要	Conference Name:2012 International Applied Mechanics, MechatronicsAutomation and System Simulation Meeting, AMMASS 2012. Conference Address: Hangzhou, China. Time:June 24, 2012 - June 26, 2012.; Using five kinds of Copula functions to investigate the changes of correlations among soybean futures in Tokyo Grain Exchange, Chicago Board of Trade and Dalian Commodity Exchange market before and after the financial crisis caused by American subprime mortgage, this paper verifies the existence of contagion effect of this crisis in the international soybean futures markets. 漏 (2012) Trans Tech Publications, Switzerland.
语种	英语
出处	http://dx.doi.org/10.4028/www.scientific.net/AMM.198-199.885
出版者	Trans Tech Publications
内容类型	其他
源URL	[http://dspace.xmu.edu.cn/handle/2288/85635]
专题	经济学院－会议论文
推荐引用方式 GB/T 7714	Chen, Jianbao,Yang, Ting,Zhou, Huobiao,et al. Contagion effect analysis of financial crisis in soybean futures markets based on copula functions. 2012-01-01.

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