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Arbitrage, Cointegration and Testing the Unbiasedness Hypothesis in Coffee Futures Traded at the CSCE
Nair, Malini - 2011
The objective of this study was to test the market efficiency hypothesis of Colombian coffee. This is of extreme importance to Colombia because the exports of coffee from this country provides for valuable foreign exchange and provides employment for her people. Historically this country has...
Persistent link: https://www.econbiz.de/10013117122
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Investigating the efficiency of bitcoin futures in Price discovery
Sharma, Prashant; Gupta, Prashant; Sharma, Dinesh Kumar; … - In: International journal of economics and financial issues … 12 (2022) 3, pp. 104-109
Persistent link: https://www.econbiz.de/10013259947
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Price discovery in Indian commodity market
Inani, Sarveshwar Kumar - In: International journal of business and emerging markets … 8 (2016) 4, pp. 361-382
Persistent link: https://www.econbiz.de/10011644834
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An empirical study on efficient market hypothesis : the case of Indian capital markets
Kalsie, Anjala - In: Mudra : journal of finance and accounting 1 (2014) 2, pp. 71-83
Persistent link: https://www.econbiz.de/10011285089
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A Study of the Efficiency and Unbiasedness in NCDEX : A Case Study of Guar Gum
Soni, Tarun Kumar - 2013
maturities using cointegration analysis, and short-term market efficiency, using an error correction model and GARCH-M-ECM. The …
Persistent link: https://www.econbiz.de/10013082956
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A Study of the Efficiency and Unbiasedness in NCDEX : A Case Study of Guar Gum
Soni, Tarun Kumar - 2013
maturities using cointegration analysis, and short-term market efficiency, using an error correction model and GARCH-M-ECM. The …
Persistent link: https://www.econbiz.de/10013089727
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Relationship between spot and futures markets of selected agricultural commodities : an efficiency and causation analysis
Velmurugan, P. S.; Raghavendra, R. H.; Saravanan, A. - In: The Indian journal of economics 97 (2017) 386, pp. 513-526
Persistent link: https://www.econbiz.de/10011991051
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Short-term and long-term efficiency in commodity spot and futures markets
Antoniou, Antonios - In: Financial markets, institutions & instruments 3 (1994) 5, pp. 17-35
Persistent link: https://www.econbiz.de/10001174679
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Estimating and comparing market efficiency frontiers
Mu, Yali - 2021
relationships (threshold cointegration) as well as in error correction (threshold autoregression; threshold ECMs; non …
Persistent link: https://www.econbiz.de/10013342200
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A cointegration analysis of money supply and Saudi stock price index
Almutair, Saud - In: International journal of economics and finance 7 (2015) 5, pp. 153-165
Persistent link: https://www.econbiz.de/10010528245