Testing the international linkage in the platinum-group metal futures markets
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- repec:eee:finana:v:52:y:2017:i:c:p:333-347 is not listed on IDEAS
More about this item
KeywordsCausality test; Cointegration; Law of one price; PGM futures market;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- L61 - Industrial Organization - - Industry Studies: Manufacturing - - - Metals and Metal Products; Cement; Glass; Ceramics
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