The relative efficiency of the gold and
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Margaret A. Monroe; Richard A. Cohn
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Article
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1986
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John Wiley and Sons
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English
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his article examines the pricing efficiency of the gold futures market relative T to the Treasury bill futures market. Futures contracts for gold, a relative newcomer, have only been traded since 1975. T-bill futures contracts, also a relative newcomer, have been traded on organized exchanges since