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 |
Subject: | Gold futures | gonzalo granger statistic | market efficiency | optimal hedge ratio | price discovery | vector error correction model | Effizienzmarkthypothese | Efficient market hypothesis | Gold | Kointegration | Cointegration | Hedging | Warenbörse | Commodity exchange | Derivat | Derivative | Indien | India | Rohstoffderivat | Commodity derivative | Währungsderivat | Currency derivative |
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