Cross-market linkages between U.S. and Japanese precious metals futures trading


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This digital document is a journal article from Journal of International Financial Markets, Institutions & Money, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

Description:
We use a bivariate asymmetric GARCH model to examine patterns of across-market information flows for gold, platinum, and silver … More >>

Cross-market linkages between U.S. and Japanese precious metals futures trading

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