Futures Leads the Spot but Why not so When Market in Shocks? A Time-Varying Price Discovery of Indian Precious Metals
The study empirically measures the average and time-varying contribution of the spot and futures market to the price discovery of benchmark Indian precious metals from June 2005 to March 2023. The two most popular precious metals in India, i.e., Gold and Silver, were selected for the study. The aver...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Management & Finance, University of Colombo
2024-06-01
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| Series: | Colombo Business Journal |
| Subjects: | |
| Online Access: | https://mgmt.cmb.ac.lk/cbj/wp-content/uploads/2024/07/1.-CBJ-2023-FIN-2-V15I1-Time-varying-price-discovery.pdf |
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