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Metals market efficiency in relation to foreign exchange and financial markets (English)

Abstract

The paper reports on the results of an extension of the testing of the efficiency of metal trades at the London Metal Exchange (LME). The results are predominantly positive. The seven LME metals all respond as predicted to exchange rate and inflation...  See More +

Details

  • Gilbert, Christopher L.;
  • 1987/10/31
  • Commodity Working Paper;
  • DWC8709
  • 1
  • 1
  • 2012/02/15
  • Disclosed
  • Metals market efficiency in relation to foreign exchange and financial markets
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