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Contagion Effect Analysis of Financial Crisis in Soybean Futures Markets Based on Copula Functions

2012 ◽  
Vol 198-199 ◽  
pp. 885-888 ◽  
Author(s):  
Jian Bao Chen ◽  
Ting Yang ◽  
Huo Biao Zhou
Keyword(s):  
Financial Crisis ◽  
Futures Markets ◽  
Contagion Effect ◽  
Exchange Market ◽  
Copula Functions ◽  
Effect Analysis ◽  
Subprime Mortgage ◽  
Before And After ◽  
Tokyo Grain Exchange ◽  
Chicago Board Of Trade

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.

Walrasian Tâtonnement Auctions on the Tokyo Grain Exchange

2007 ◽  
Vol 20 (4) ◽  
pp. 1183-1218 ◽  
Author(s):  
James Eaves ◽  
Jeffrey Williams
Keyword(s):  
Tokyo Grain Exchange
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