Sinha, Pankaj; Mathur, Kritika - Volkswirtschaftliche Fakultät, … - 2013
In this study the price, return and volatility behaviour of base metals (aluminium, copper, nickel, lead and zinc …. The paper attempts to demonstrate the linkages in price, return and volatility across the two markets for the five metals … through three models - (a) Price – Co-integration methodology and Error Correction Mechanism Model (b) Return and Volatility …