๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Cointegration and joint efficiency of international commodity markets

โœ Scribed by Christis Hassapis; Sarantis Kalyvitis; Nikitas Pittis


Book ID
117717713
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
121 KB
Volume
39
Category
Article
ISSN
1062-9769

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Cointegration and market efficiency
โœ Gerald P. Dwyer Jr.; Myles S. Wallace ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 761 KB
The relative efficiency of commodity fut
โœ Kellard, Neil; Newbold, Paul; Rayner, Tony; Ennew, Christine ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 203 KB ๐Ÿ‘ 3 views

The ability of futures markets to predict subsequent spot prices has been a controversial topic for a number of years. Empirical evidence to date is mixed; for any given market, some studies find evidence of efficiency, others of inefficiency. In part, these apparently conflicting findings reflect d