his paper finds that the parity between the gold and silver spot prices T persists in the gold and silver futures markets. This relationship facilitates the development of a trading strategy profiting from temporary disparities. After adjusting for transaction costs and risks involved in futures tra
Arbitrage opportunities between thin and liquid futures markets
โ Scribed by Colin A. Carter
- Publisher
- John Wiley and Sons
- Year
- 1989
- Tongue
- English
- Weight
- 488 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
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