Analyzing long and short-run relationships between complex gold and silver futures

Analyzing long and short-run relationships between complex gold and silver futures

The objective of this research was to study the relationship between gold and silver futures in COMEX market by using daily data from 6th of May, 1991 to 6th of May, 2011. There were 5520 observations. To investigate the short run and long run relationships between gold and silver futures price, thi...

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書目詳細資料
Main Authors:	Pipattadanukul, W., Pandej Chintrakarn
其他作者:	Mahidol University. Mahidol University International College. Business Administration Division
格式:	Article
語言:	English
出版:	2015
主題:	Gold and silver futures price Co-integration Co-movement Error correction model
在線閱讀:	https://repository.li.mahidol.ac.th/handle/123456789/10974
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Mahidol University
語言:	English

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