Evidences on Price Discovery in BRICS
The present study tries to assess the price discovery process in BRICS economies. The price discovery is tested by assessing the long run and short run causality between the future and spot market indices of BRICS economies. The study employs daily closing prices of spot and future indices of BRICS...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2020-11-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/10238 |