... Licensed re-use rights only Financial markets Market efficiency Asset pricing Econometric modelling Metals Futures Pairs trading Cointegration C51 G11 G13 The claim that futures prices affect spot prices behaviour is a well-established theory in the commodity market literature...

... used in the study. Financial markets and the macroeconomy Financial economics Macroeconomic policy Econometric modelling Financial liberalization Financial crises Financial development Logit model Most Southern African development community (SADC) countries introduced financial reforms...

... an important financing channel in China’s housing market should be properly investigated. Central banking Time-series models Econometric modelling China’s house prices Shadow banking Dual channel of housing finance Time series analysis C22 R31 Since the market-oriented housing reform...

..., but much difficult to measure and explain their impacts. The database and methodological details are now discussed. Sovereign ratings Macroeconomics Bond yield spread Macroeconomics and monetary economics Debt Bond interest rates Econometric modelling C21 F41 G12 G24...

.... Badri Narayan Rath can be contacted at: badri@iith.ac.in 05 12 2016 11 05 2017 23 08 2017 © Emerald Publishing Limited 2017 Emerald Publishing Limited Licensed re-use rights only Econometric modelling International economics Economic growth of open economies...