Multiscale Price Discovery in the Global Futures Markets: Evidence from Wavelet Analysis
Published online on August 08, 2023
Abstract
Global Business Review, Ahead of Print.
The sharp increase in liquidity has exacerbated volatility in futures markets. The shocks in volatility patterns have triggered the urgent need to re-examine the efficiency of futures markets, but this time on a time scale. In this study, we examine the ...
The sharp increase in liquidity has exacerbated volatility in futures markets. The shocks in volatility patterns have triggered the urgent need to re-examine the efficiency of futures markets, but this time on a time scale. In this study, we examine the ...