Causality between arbitrage and liquidity in platinum futures
Year of publication: |
2022
|
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Authors: | Iwatsubo, Kentaro ; Watkins, Clinton |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 12, Art.-No. 593, p. 1-17
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Subject: | liquidity | efficiency | arbitrage | futures | market integration | platinum | Theorie | Theory | Arbitrage | Marktintegration | Market integration | Liquidität | Liquidity | Derivat | Derivative |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15120593 [DOI] hdl:10419/275070 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; q02 |
Source: | ECONIS - Online Catalogue of the ZBW |
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