The effect of new futures contracts on gold futures price volatility: Evidence from the Thailand futures exchange
نویسندگان
چکیده
منابع مشابه
Volatility in the Gold Futures Market
Disclaimer Any opinions expressed here are those of the author(s) and not those of the IIIS. All works posted here are owned and copyrighted by the author(s). Papers may only be downloaded for personal use only. Abstract: We investigate the volatility structure of gold, trading as a futures contract on the Chicago Board of Trade (CBOT) using intraday (high frequency) data from January 1999 to D...
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ژورنال
عنوان ژورنال: Cogent Economics & Finance
سال: 2020
ISSN: 2332-2039
DOI: 10.1080/23322039.2020.1802807