Do LBMA gold price follow random-walk?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Inorganic Chemistry,General Materials Science
Link
https://link.springer.com/content/pdf/10.1007/s13404-021-00300-w.pdf
Reference27 articles.
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3. Flavin TJ, Morley CE, Panopoulou E (2014) Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission. J Int Financ Mark Institutions Money 33:137–154. https://doi.org/10.1016/j.intfin.2014.08.001
4. Tschoegl AE (1980) Efficiency in the gold market-a note. J Bank Financ Financ 4:371–379. https://doi.org/10.1016/0378-4266(80)90015-1
5. Monroe MA, Cohn RA (1986) The relative efficiency of the gold and treasury bill futures markets. J Futur Mark 6:477–493. https://doi.org/10.1002/fut.3990060311
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