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Conditional dynamics and optimal spreading in the precious metals futures markets

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  • Mahmoud Wahab

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  • Mahmoud Wahab, 1995. "Conditional dynamics and optimal spreading in the precious metals futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(2), pages 131-166, April.
    • Handle: RePEc:wly:jfutmk:v:15:y:1995:i:2:p:131-166
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    Cited by:

    1. Taufiq Choudhry & Hao Wu, 2008. "Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(8), pages 670-689.
    2. Riza Emekter & Benjamas Jirasakuldech & Peter Went, 2012. "Rational speculative bubbles and commodities markets: application of duration dependence test," Applied Financial Economics, Taylor & Francis Journals, vol. 22(7), pages 581-596, April.
    3. Lumengo Bonga-Bonga & Ekerete Umoetok, 2016. "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 3999-4018, September.
    4. Henrik Andersson, 2007. "Are commodity prices mean reverting?," Applied Financial Economics, Taylor & Francis Journals, vol. 17(10), pages 769-783.
    5. Taufiq Choudhry, 2005. "September 11 and time-varying beta of United States companies," Applied Financial Economics, Taylor & Francis Journals, vol. 15(17), pages 1227-1242.

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