... emphasizes the potential of “pair trading” in commodity market context that is seldom discussed in academic papers. Financial markets Market efficiency Asset pricing Econometric modelling Metals Futures Pairs trading Cointegration C51 G11 G13 The claim that futures prices affect...

... from non-performing loans also causes a deterioration of bank balance sheets. Financial markets and the macroeconomy Financial economics Macroeconomic policy Econometric modelling Financial liberalization Financial crises Financial development Logit model G01 G21 G28 C23 E60...

... under the guidance of the People’s Bank of China (PBoC). Therefore, both real estate developers and home buyers began seeking alternative funding through shadow banks. Central banking Time-series models Econometric modelling China’s house prices Shadow banking Dual channel of housing finance...

... spread Macroeconomics and monetary economics Debt Bond interest rates Econometric modelling Emerging or developing economies depend more on the borrowings to finance their budget deficit and to refinance government debt (Miricescu, 2015). The financial crises made these economies more vulnerable...

.... Econometric modelling International economics Economic growth of open economies There are voluminous studies that have examined the link between real exchange rate (RER) misalignment and economic growth (Williamson, 1990 ; Easterly, 1996 ; Razin and Collins, 1997 ; Domaç and Shabsigh, 1999...