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