IDEAS home Printed from https://ideas.repec.org/a/wly/jfutmk/v6y1986i3p477-493.html
   My bibliography  Save this article

The relative efficiency of the gold and treasury bill futures markets

Author

Listed:
  • Margaret A. Monroe
  • Richard A. Cohn

Abstract

No abstract is available for this item.

Suggested Citation

  • Margaret A. Monroe & Richard A. Cohn, 1986. "The relative efficiency of the gold and treasury bill futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 6(3), pages 477-493, September.
    • Handle: RePEc:wly:jfutmk:v:6:y:1986:i:3:p:477-493
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bariviera, Aurelio F. & Font-Ferrer, Alejandro & Sorrosal-Forradellas, M. Teresa & Rosso, Osvaldo A., 2019. "An information theory perspective on the informational efficiency of gold price," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    2. Sahar Albosaily & Serguei Pergamenchtchikov, 2021. "Optimal Investment and Consumption for Multidimensional Spread Financial Markets with Logarithmic Utility," Stats, MDPI, vol. 4(4), pages 1-15, November.
    3. O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G., 2015. "The financial economics of gold — A survey," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 186-205.
    4. Sahar Albosaily & Serguei Pergamenshchikov, 2018. "Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with logarithmic utility," Papers 1809.08139, arXiv.org.
    5. Oscar Varela, 1999. "Futures and realized cash or settle prices for gold, silver, and copper," Review of Financial Economics, John Wiley & Sons, vol. 8(2), pages 121-138, September.
    6. Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan, 2015. "On the efficiency of the global gold markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 218-236.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:jfutmk:v:6:y:1986:i:3:p:477-493. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/0270-7314/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.