Xiaoyu Liu

Tsinghua University

Beijing, 100084

China

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Scholarly Papers (1)

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Liquidity Shocks, Commodity Financialization, and Market Comovements

Journal of Futures Markets, Forthcoming
Number of pages: 39 Posted: 16 Jun 2020
Conghui Hu, Zhibing Li and Xiaoyu Liu
Beijing Normal University, Business School, University of International Business and Economics (UIBE) and Tsinghua University
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Abstract:

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Financialization, Liquidity Shocks, Commodity Markets, Stock Markets, Comovement