Cross-market linkages between US and Japanese precious metals futures trading
Year of publication: |
2005
|
---|---|
Authors: | Xu, Xiaoqing Eleanor ; Fung, Hung-gay |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 15.2005, 2, p. 107-124
|
Subject: | Metallmarkt | Metal market | Rohstoffderivat | Commodity derivative | Preiskonvergenz | Price convergence | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | Japan |
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