Volatility dynamics in Dubai gold futures market
This study explores the volatility dynamics of gold futures traded on the Dubai Gold and Commodities Exchange. We test the effect of margin trading reform implemented by the Emirates Securities and Commodities Authority on the dynamic relationship between the daily gold futures volatility and volume...
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| Format: | Journal Article |
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Kaizen Publishing
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/27169 |