Underlying the search for arbitrage opportunities across commodity futures markets that differ in market structure is the idea that the futures prices for similar commodities that are traded on different exchanges adjusted for differences in currency, delivery time (if any), location, and market str
โฆ LIBER โฆ
Commodity prices and the CPI: Cointegration, information, and signal extraction
โ Scribed by R.A. Pecchenino
- Book ID
- 119138701
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 800 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0169-2070
No coin nor oath required. For personal study only.
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