Artigo Revisado por pares

South African political unrest, oil prices, and the time varying risk premium in the gold futures market

1990; Wiley; Volume: 10; Issue: 2 Linguagem: Inglês

10.1002/fut.3990100202

ISSN

1096-9934

Autores

Michael Melvin, Jahangir Sultan,

Tópico(s)

Monetary Policy and Economic Impact

Resumo

Journal of Futures MarketsVolume 10, Issue 2 p. 103-111 Article South African political unrest, oil prices, and the time varying risk premium in the gold futures market Michael Melvin, Michael Melvin Michael Melvin is an Associate Professor of Economics at Arizona State University.Search for more papers by this authorJahangir Sultan, Jahangir Sultan Jahangir Sultan is an Assistant Professor of Finance at Bentley College, Massachusetts.Search for more papers by this author Michael Melvin, Michael Melvin Michael Melvin is an Associate Professor of Economics at Arizona State University.Search for more papers by this authorJahangir Sultan, Jahangir Sultan Jahangir Sultan is an Assistant Professor of Finance at Bentley College, Massachusetts.Search for more papers by this author First published: April 1990 https://doi.org/10.1002/fut.3990100202Citations: 68 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat Bibliography Agarwal, R., and Soenen, L. (1988,): Spring " The Nature and Efficiency of the Gold Market," Journal of Portfolio Management, 18–21. Baillie, R. T. (forthcoming): " Commodity Prices and Aggregate Inflation: Would a Commodity Price Rule Be Worthwhile?," Carnegie-Rochester Conference Series on Public Policy. Baillie, R. T., and Bollerslev, T. (1989,): March " Common Stochastic Trends in a System of Exchange Rates," Journal of Finance, 167–181. Baillie, R. T., and Bollerslev, T. (forthcoming): " The Message in Daily Exchange Rates: A Conditional Variance Tale," Journal of Business and Economic Statistics. Baillie, R. T., and DeGennaro, R. D. (1988): " Stock Returns and Volatility," Working Paper No. 8803, Michigan State University. Bollerslev, T. 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(1958,): June "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, 66: 233–255 Working, H. (1948,): February "Theory of the Inverse Carrying Charge in Futures Markets," Journal of Farm Economics, 30: 1–28 Citing Literature Volume10, Issue2April 1990Pages 103-111 ReferencesRelatedInformation

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