Volatility in the gold futures market
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504850701719991
Reference9 articles.
1. Price discovery in strategically-linked markets: the case of the gold-silver spread
2. Gold as a hedge against the dollar
3. An Intraday Examination of the Federal Funds Market: Implications for the Theories of the Reverse‐J Pattern
4. The determinants of bid-ask spreads in the foreign exchange futures market: A microstructure analysis
5. On the Estimation of Security Price Volatilities from Historical Data
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