Price discovery, market efficiency and temporal dynamic price relationship : an empirical analysis of worldwide precious metals markets

The aim of this research is to investigate the price discovery, market efficiency and the temporal dynamic price relationships between financial prices (futures and index) and spot price, for three of the most important precious metals, namely gold, silver and platinum. When people are concerned abo...

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Bibliographic Details
Main Author: Song, Duan Duan
Other Authors: Rhodes, Mark J.; Ozkan, Aydin
Published: University of Hull 2012
Subjects:
658
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.586990