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《International Business》 2007-05
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Analysis on China's Soybean Price Co-integration

YU Cui-ling  
This paper mainly studies the price effect and mechanism among domestic soybean markets,domestic markets and international markets,which leads to these discussion questions: Is there any causality in the changes of different market prices? If there is causality,what is the mechanism to produce the causality? Which price changes earlier,which price changes later and which price disturb the other? Does the soybean price difference coming from all the markets regulate quickly or slowly? From the angle of econometrics,the paper analyses the integration and causality between domestic and international soybean market.
【CateGory Index】: F724.5;F323.7;F224
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