Volatility dynamics in Dubai gold futures market

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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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Bibliographic Details
Main Authors:	Nekhili, R., Thorpe, Michael
Format:	Journal Article
Published:	Kaizen Publishing 2011
Subjects:	Margin trading Dubai gold futures Volatility
Online Access:	http://hdl.handle.net/20.500.11937/27169

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