Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market

Aruga, K. & Managi, S. (2012) Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market. Economics Bulletin, 32(2), pp. 1198-1207.

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Abstract

This paper tested the effects of the 2005 vehicle emission-control law issued in Japan on the market linkages between the U.S. and Japanese palladium futures markets, To determine these effects, we applied a cointegration test both with and without break points in the time series and found that the market linkages between the two countries changed after the break in October 2005. Our results show that the 2005 long-term regulation of vehicle emissions enacted in Japan influenced the international palladium futures market.

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ID Code: 75390
Item Type: Journal Article
Refereed: Yes
ISSN: 1545-2921
Subjects: Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > APPLIED ECONOMICS (140200)
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Copyright Owner: Economics Bulletin
Deposited On: 21 Aug 2014 01:49
Last Modified: 22 Aug 2014 05:03

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