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Check the Efficiency of Futures Gold Coin: The Role of Maturity and Open Commitment Position

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  • mirzadeh, fatemeh

Abstract

The main purpose of this research is to study the relationship between Open Interest and Time-to-maturity with the Return of gold futures contracts in Iran Mercantile Exchange. In this research, open Interest and Time to maturity are independent variables and the Return of contracts is the dependent variable. In this

Suggested Citation

  • mirzadeh, fatemeh, 2017. "Check the Efficiency of Futures Gold Coin: The Role of Maturity and Open Commitment Position," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(32), pages 227-246, July.
    • Handle: RePEc:mbr:jmbres:v:10:y:2017:i:32:p:227-246
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