The impact of information flow and trading activity on gold and oil futures volatility
Year of publication: |
2014-06-17
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Authors: | Clements, Adam ; Todorova, Neda |
Institutions: | National Centre for Econometric Research (NCER) |
Subject: | Information flow | Volatility | Oil futures | Gold futures | Trading activity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 102 25 pages |
Classification: | C22 - Time-Series Models ; G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Belhaj, Fethi, (2015)
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