An empirical analysis of efficiency in the Indian gold futures market
Year of publication: |
2019
|
---|---|
Authors: | Nath, Golak ; Dalvi, Manoj ; Pawaskar, Vardhana ; Rajaram, Sahana ; Pacheco, Manoel |
Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, Taylor & Francis Group, ISSN 1752-0851, ZDB-ID 2415178-6. - Vol. 12.2019, 3, p. 240-269
|
Subject: | Gold futures | gonzalo granger statistic | market efficiency | optimal hedge ratio | price discovery | vector error correction model | Gold | Kointegration | Cointegration | Effizienzmarkthypothese | Efficient market hypothesis | Hedging | Derivat | Derivative | Warenbörse | Commodity exchange | Indien | India | Schätzung | Estimation |
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