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Volumn 16, Issue 15, 2009, Pages 1555-1558

Price discovery for copper futures in informationally linked markets

Author keywords

[No Author keywords available]

Indexed keywords

COPPER; FUTURE PROSPECT; MARKOV CHAIN; NUMERICAL MODEL; PRICE DETERMINATION; VARIANCE ANALYSIS;

EID: 70350180444     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850701578801     Document Type: Article
Times cited : (12)

References (7)
  • 1
    • 0346304905 scopus 로고    scopus 로고
    • The relationship between US and Canadian wheat futures
    • Booth, G. G., Brockman, P. and Tse, Y. (1998) The relationship between US and Canadian wheat futures, Applied Financial Economics, 8, 73-80.
    • (1998) Applied Financial Economics , vol.8 , pp. 73-80
    • Booth, G.G.1    Brockman, P.2    Tse, Y.3
  • 2
    • 0017755296 scopus 로고
    • Hypothesis testing when a nuisance parameter is only present under the alternative
    • Davies, R. B. (1977) Hypothesis testing when a nuisance parameter is only present under the alternative, Biometrica, 74, 247-54.
    • (1977) Biometrica , vol.74 , pp. 247-54
    • Davies, R.B.1
  • 5
    • 84981620985 scopus 로고
    • Testing rational expectations and efficiency in the London metal exchange
    • MacDonald, R. and Taylor, M. P. (1988a) Testing rational expectations and efficiency in the London metal exchange, Oxford Bulletin of Economics and Statistics, 50, 41-52.
    • (1988) Oxford Bulletin of Economics and Statistics , vol.50 , pp. 41-52
    • Macdonald, R.1    Taylor, M.P.2
  • 6
    • 84984263879 scopus 로고
    • Metals prices, efficiency and cointegration: Some evidence from the London metal exchange
    • MacDonald, R. and Taylor, M. P. (1988b) Metals prices, efficiency and cointegration: some evidence from the London metal exchange, Bulletin of Economic Research, 40, 235-39.
    • (1988) Bulletin of Economic Research , vol.40 , pp. 235-39
    • Macdonald, R.1    Taylor, M.P.2
  • 7
    • 0001274856 scopus 로고
    • Rational expectations, risk and efficiency in the London metal exchange: An empirical analysis
    • MacDonald, R. and Taylor, M. P. (1989) Rational expectations, risk and efficiency in the London metal exchange: an empirical analysis, Applied Economics, 21, 143-53.
    • (1989) Applied Economics , vol.21 , pp. 143-53
    • Macdonald, R.1    Taylor, M.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.