Paper Title:
The Impact of International Hot Money in International Commodity Future Markets during the Subprime Mortgage Crisis
  Abstract

Behavior of traders including investors and speculators in commodity future markets are studied before and after the subprime mortgage crisis. We put our attention on quantity of traders hold positions instead of price volatility or capital return rate of commodity future markets. By standardize correlation coefficients of net positions we try to quantify the impact of speculative funds on behalf of international hot money in international commodity futures markets in the subprime mortgage crisis. Parametric and non-parametric tests are used in this paper. The empirical results reveal that investment directions of speculators do change in crisis and they connect more tightly with markets compared with investors for that their find more opportunities and higher return rate during the Subprime mortgage crisis.

  Info
Periodical
Advanced Materials Research (Volumes 171-172)
Edited by
Zhihua Xu, Gang Shen and Sally Lin
Pages
744-747
DOI
10.4028/www.scientific.net/AMR.171-172.744
Citation
Q. Ye, L. Y. Han, "The Impact of International Hot Money in International Commodity Future Markets during the Subprime Mortgage Crisis", Advanced Materials Research, Vols. 171-172, pp. 744-747, 2011
Online since
December 2010
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