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Arbitrage opportunities in metal futures markets · Study

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ArticleArbitrage opportunities in metal futures markets

Christopher K. Ma1988

Article1988

Arbitrage opportunities in metal futures markets

Christopher K. Ma · Luc A. Soenen

29 citations·0/0 files stored·Journal of Futures Markets

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Financial Markets and Investment Strategies Stochastic processes and financial applications Market Dynamics and Volatility

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References

1983Taxes and the Pricing of Stock Index Futures 1977Spot rates, forward rates and exchange market efficiency 1986The Economic Function of Futures Markets 1984Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium 1986The relative efficiency of the gold and treasury bill futures markets

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1995Conditional dynamics and optimal spreading in the precious metals futures markets 2015Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis

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Year1988

Typearticle

Published1988-04-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations29

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1002/fut.3990080207

openalex_workW2014457973

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